Quality Money Management: Process Engineering and Best Practices for Systematic Trading and Investment (Hardcover)

Contents
Preface
CHAPTER 1 Introduction
CHAPTER 2 Key Concepts and Definitions of Terms
CHAPTER 3 Overview of the Trading/Investment System Development Methodology
CHAPTER 4 Managing Design and Development
CHAPTER 5 Types of Trading Systems
CHAPTER 6 Stage 0: The Money Document
STAGE 1: Design and Document Trading/Investment Strategy
CHAPTER 7 STAGE 1: Overview
CHAPTER 8 Describe Trading/Investment Idea
CHAPTER 9 Research Quantitative Methods
CHAPTER 10 Prototype in Modeling Software
CHAPTER 11 Check Performance
CHAPTER 12 Gate 1
STAGE 2: Backtest
CHAPTER 13 STAGE 2: Overview
CHAPTER 14 Gather Historical Data
CHAPTER 15 Develop Cleaning Algorithms
CHAPTER 16 Perform In ? Sample / Out ? of ? Sample Tests
CHAPTER 17 Check Performance and Shadow Trade
CHAPTER 18 Gate 2
STAGE 3: Implement
CHAPTER 19 STAGE 3: Overview
CHAPTER 20 Plan and Document Technology Specifications
CHAPTER 21 Design System Architecture
CHAPTER 22 Build and Document the System
CHAPTER 23 Check Performance and Probationary Trade
CHAPTER 24 Gate 3
STAGE 4: Manage Portfolio and Risk
CHAPTER 25 STAGE 4: Overview
CHAPTER 26 Plan Performance and Risk Processes
CHAPTER 27 Define Performance Controls
CAHPTER 28 Perform SPC Analysis
CHAPTER 29 Determine Causes of Variation
CHAPTER 30 Kaizen: Continuous Improvement