Designing stockmarket trading systems: With and without soft computing
Date of this Version
Everybody knows there is potential to make big money in the stock market. But what most people don't know is how to go about it. This book will guide you step-by-step through the authors' tried and tested method for building rule-based stockmarket trading systems. It shows you how to design, test and trade a rule-based system.
It differs from other books in that it takes a scientific approach to developing trading systems, based on what others have done before. This book reviews previous work, and shows that some of it is gold dust because it provides information about what works and what doesn't work in trading. Better still, most of this information can be unearthed on the internet for free! There is no need to start from scratch or re-invent the wheel.
For most of us, what is missing is a way to incorporate other people's ideas and research into our own trading systems. That's where my methodology fits in. It shows you how to test existing research, how to take advantage of it by developing it into a rule-based trading system, and even how to improve it with artificial intelligence techniques.
The ideas and methods described in this book have been tried and tested in the heat of the market. They have been used by hedge funds to build their trading systems. Now you can use them too!
This document has been peer reviewed.