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Modeling Trading System Performance

by Dr Howard B Bandy

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” The three complement each other wonderfully

The trades could be an arbitrary set or a theoretical distribution

His theoretical background in mathematics, modeling, and simulation is unassailable

He has real-world experience as a trader, and consulting experience with managers of serious money

A major focus of the book is determining whether a trading system is healthy or broken

All of them are important, valuable, and useful contributions to the literature of trading system development, analysis, and management

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