TradeStation / Blue Owl Press Inc. / Microsoft / /
Event
Bankruptcy / /
Facility
Bar Length / /
IndustryTerm
low cost tools / /
OperatingSystem
Microsoft Windows / /
Organization
Sizing Chapter / Bar Length and Holding Period Chapter / Period Chapter / Expectancy and Roulette Chapter / Objective Function Chapter / Monte Carlo Simulation Chapter / /
Person
Howard Bandy / /
Position
author / senior research analyst / professor of computer science / dean / www.modelingtradingsystemperformance.com/ The Author / Was professor / /
Preface This book, Modeling Trading System Performance (MTSP), is intended to be an introduction to techniques that can be used to model the performance and risk of trading systems. MTSP is a sequel to my earlier book,