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?
...if you are interested in trading system validation using monte carlo simulation methods, I wrote a little book a year ago concerning this topic: http://www.zentrader.de/html/monte_carlo_simulator1.html A profound statistical analysis of general TA methods can be found here: http://www.amazon.com/Evidence-Base...-Statistical/dp/0470008741/ref=pd_sim_b_img_9 bye, zentrader
Bob Pardo has a new book The Evaluation and Optimization of Trading System Strategies. Second Addition. The publisher is John Wiley.