Statistical Tests on Systems Books ?

Discussion in 'Professional Trading' started by Load_the_boat, Feb 16, 2008.

  1. Any recommendations on Books that go thru the procedure for the proper ways to test systems and statistically verify that the system does have some edge?
     
  2. buy the books of Thomas Stridsman -- they are the best on system trading .... by far
     
  3. Thanks for the info!
     
  4. Murray Ruggiero

    Murray Ruggiero ET Sponsor

    Bob Pardo has a new book

    The Evaluation and Optimization of Trading System Strategies.
    Second Addition. The publisher is John Wiley.