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Monte Carlo Simulation and System Trading: Chance Evaluation, Risk Analysis and Validation of Mechanical Trading Systems

By Volker Butzlaff

Monte Carlo Simulation and System Trading: Chance Evaluation, Risk Analysis and Validation of Mechanical Trading Systems book

Monte Carlo Simulation and System Trading: Chance Evaluation, Risk Analysis and Validation of Mechanical Trading Systems

0 - Default Title
Description
System trading with mechanical trading systems world-wide determines increasingly the financial market activities of professional and private traders. Un-fortunately the current success ratio of such systematic trading, i.e. to trade profitable long-term cannot so far keep up with the risen popularity of this method. Reasons for this are among other things insufficient development processes as well as inadequately tested systems. The additional use of Monte Carlo Simulations during the system development and the system test phases contributes to the fact that chance evaluation, risk analysis and validation of mechanical trading systems can be qualitatively improved clearly. Volker Butzlaff, degree as Engineer for Urban Planning, was active many years as project manager, system designer and quality assurance controller in the Information Technology department of DaimlerChrysler in Germany. Today he works as freelance engineer with the emphasis of system development and simulation methodology.
Product details
Number of Pages:
156
Release Date:
2006-01-30
Publication Date:
2006-01-30
Publisher:
Books on Demand Gmbh
Languages:
Published: English, Original: English
ISBN10:
3833464194
Weight:
0 g
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