| The Encyclopedia of Trading Strategies (McGraw-Hill Trader's Edge) | ||||||||||||||||||||||||||
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Rigorous, Scientific Tests. Superb. • • • • • (bewertet mit 5 von 5 Punkten) Rezension bezieht sich auf: The Encyclopedia of Trading Strategies (McGraw-Hill Trader's Edge) (Gebundene Ausgabe) Most Trading books: unsubstantiated assertions with little or no testing that is poorly done. This book: precise, thourough testing with clearly disclosed quantitative methodology. An assortment of the most popular classical and modern methods are tested using a normalized, broad spectrum portfolio test. This allows an apples-to-apples comparison of the methods (with some surprising and sobering results!). The authors then identify which methods best capture the inefficiencies of each particular market. All methodolgies and software are fully, clearly, and thouroughly disclosed. I have only three minor quibbles. First, the type-setting of equations in computer code(probably to save printing costs). Second, the "Encyclopedia" moniker is a bit misleading in that many popular methods are not covered (admittedly,a nearly impossible task to cover all methods). Third, the writting style is a bit wordy with little white-space. None of these minor complaints, however, come close to warranting a reduction in the five star rating. I haven't read any trading info of similar stature in years (and believe me, I've read a lot!). Highly recommended. Eine Rezension von Ein Kunde vom 14. Juli 2000 | ||||||||||||||||||||||||||
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