Trading Systems

Trading Systems

Review Trading Systems: A New Approach to System Development and Portfolio Optimization

by URBAN JAEKLE & EMILIO TOMASINI

Description

Written by authors Urban Jaekle, and Emilio Tomasini, “Trading Systems” reveals the importance of incorporating such systems when managing your trading sessions. Furthermore, “Trading Systems” provides a cohesive and simple step-by-step guide on how to build the winning formula to a trading system that will guarantee consistent long-term profits. Considered as one of the must-reads in the subject matter, “Trading Systems” reveals ground-breaking procedures and approaches to create that winning system, described within three parts in the book – each focusing on different aspects. In the end, this book is sure to guide the readers through the ropes of systematic trading so that they may make enough to trade another day.

About the Authors

Emilio Tomasini is an Adjunct Professor of Corporate Finance at the University of Bologna. Emilio Tomasini is one of the most renowned trading systems experts in Europe. Since 1997, he has managed a swing trading signals service on Nasdaq stocks.

Urban Jaekle has been trading stocks for over 25 years and futures for over 20 years. He has worked on the floor of the Chicago Mercantile Exchange (CME) and has managed money for institutional investors with algorithmic trading systems.

Table of Contents

  • Disclaimer
  • Acknowledgments
  • Preface
  • Preface to the Second Edition
    • Part I – A Short Practical Guide to Trading System Development and Evaluation
  1. What is a Trading System?
  2. Design, Test, Optimisation, and Evaluation of a Trading System
  • Part II – Trading System Development and Evaluation of a Real Case
  1. How to Develop a Trading System Step-by-Step
  2. Two Methods for Evaluating the System’s Predictive Power
  3. The Factors Around Your System
  4. Periodic Reoptimisation and Walk-forward Analysis
  5. Position Sizing Example, Using the LUXOR System
    • Part III – Systemic Portfolio Trading
  6. Dynamic Portfolio Construction
  7. Trading a Portfolio of Stocks
  • Conclusion
  • Appendices – Systems and Ideas
    1. Appendix 1 – Bollinger Band System
    2. Appendix 2 – The Triangle System
    3. Appendix 3 – Portfolios with the LUXOR Trading System
    4. Appendix – Easy language Code Section
    5. Appendix AmiBroker Code Section
  • Bibliography
  • Publishing Details