Learn To Create Simple Trading Systems in Excel Using Common Technical Market Indicators or Custom-built Your own Trading Systems and Then Back-test Your Strategies Using Excel
Sunday, April 7, 2019
The Science of Trading
A lot of people ask me about the scope of "The Science of Trading", here's my simple version, still work in progress, enjoy!
1. Started trading listed options in 2003
2. Started design and built trading systems based on Technical Indicators in 2003
3. Started using quantitative methods in testing and optimization of trading systems in 2004
4. Started implementing statistical significance test in determining long term edge of trading strategies in 2005
5. Started employing parametric-based Monte-Carlo simulation to do market structure/regime change analysis in 2006
- started doing walk-forward analysis and optimization of trading strategies in 2007
6. Started researching auto-adaptive trading system in 2008
7. Started market microstructure analysis and research for various HFT/UHFT trading strategies in 2010
Han, do you have any recommendations of resources for the subjects mentioned herein to be applied in trading? Thanks
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