Tradings Systems That Work: Building and Evaluating Effective Trading Systems

Evaluating Performance.

Performance Measures.

Better Measures.

Futures Contract Data.

System Concepts.

Picking Tops and Bottoms.

Data Mining.

Trade or Not to Trade.

Following the Trend.

Getting Out.

Efficient Trades.

Sweeney's MAE/MFE.

Adding Long-term Exits.

Working with Random Entries.

High Probability Filters.

Filtering.

Long-term Volatility Filters.

What Makes a Trend.

Money Management and Portfolio Composition.

Money Management.

Portfolio Composition.

Increasing Your Confidence.