Hi Forum Members
Hopefully this is the right place to start. If not please let me know where to post this question.
I was reading a lot lately about Quantitative Trading Systems that involve system design, back testing and validation. It is very similar to simply building and testing a profitable trading system. In fact, my understanding is that both terms are used interchangeably. Quantitative trading systems can also be based on algorithms. While some systems are automated, some are not. Whether a system is automated or not is not important to me right now.
I would like to know where I can locate information on building Quantitative Trading Systems from scratch. I own a book called Quantitative Trading Systems by Howard Bandy that is a very sophisticated and detailed book on designing and testing Quantitative Systems. However at my level of programming experience and general system design, the book is a bit over my head. I would recommend it to anyone as you begin to pick up on the books teachings as you gain knowledge. I prefer to back up a bit and start at a more basic level.
What I am looking for is a link, web site or other source that explains complete basic system design and begins with the concepts of designing, building and back testing a complete trading system from scratch utilizing all concepts and procedures.
I have attended Ninjatrader’s online class titled, ‘Automated Strategy Development Level 1’ and have found it to be very helpful.
I am currently using Ninjatrader and I am also studying C# programming
Designing a system that utilizes a few indicators and then back testing is most likely the most basic of system designs and it’s certainly a good place to start but I am curious about Quantitative Trading System Design. I've been reading that there is a whole universe of knowledge out there that teaches the design and implementation of these trading models.
Can anyone please recommend a link or web site that teaches the design of Quantitative Trading Models and/or complete system design?
If anyone has Howard Bandy’s book, titled, ‘Quantitative Trading Systems’ you’ll know what type of trading model and/or method I am seeking to build. Also a simply search in Google under ‘Quantitative trading Systems or Quantitative Trading Strategies will result in other books but nothing as far as a -starter guide- or -how to- web site to get me learning
Thank you for your time
Hopefully this is the right place to start. If not please let me know where to post this question.
I was reading a lot lately about Quantitative Trading Systems that involve system design, back testing and validation. It is very similar to simply building and testing a profitable trading system. In fact, my understanding is that both terms are used interchangeably. Quantitative trading systems can also be based on algorithms. While some systems are automated, some are not. Whether a system is automated or not is not important to me right now.
I would like to know where I can locate information on building Quantitative Trading Systems from scratch. I own a book called Quantitative Trading Systems by Howard Bandy that is a very sophisticated and detailed book on designing and testing Quantitative Systems. However at my level of programming experience and general system design, the book is a bit over my head. I would recommend it to anyone as you begin to pick up on the books teachings as you gain knowledge. I prefer to back up a bit and start at a more basic level.
What I am looking for is a link, web site or other source that explains complete basic system design and begins with the concepts of designing, building and back testing a complete trading system from scratch utilizing all concepts and procedures.
I have attended Ninjatrader’s online class titled, ‘Automated Strategy Development Level 1’ and have found it to be very helpful.
I am currently using Ninjatrader and I am also studying C# programming
Designing a system that utilizes a few indicators and then back testing is most likely the most basic of system designs and it’s certainly a good place to start but I am curious about Quantitative Trading System Design. I've been reading that there is a whole universe of knowledge out there that teaches the design and implementation of these trading models.
Can anyone please recommend a link or web site that teaches the design of Quantitative Trading Models and/or complete system design?
If anyone has Howard Bandy’s book, titled, ‘Quantitative Trading Systems’ you’ll know what type of trading model and/or method I am seeking to build. Also a simply search in Google under ‘Quantitative trading Systems or Quantitative Trading Strategies will result in other books but nothing as far as a -starter guide- or -how to- web site to get me learning
Thank you for your time
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