Product Description

The Encyclopedia of Trading Strategies is for traders who want to take the next step to consistently profitable trading. The authors--themselves seasoned veterans of the futures trading arena--pinpoint the trading methods and strategies that have been shown to produce market-beating returns. Their rigorous and systematic backtesting of each method, using the same sets of markets and analytic techniques, provides a scientific, system-based approach to system development...to help you assemble the trading system that will put you on the road to becoming a more consistently profitable trader.

Product Details

• Amazon Sales Rank: #129503 in Books
• Published on: 2000-02-29
• Original language: English
• Number of items: 1
• Binding: Hardcover
• 376 pages

Review
"This book gives futures and options traders hundreds of innovative ways to take profits out of the market and gain an edge on every trade." (Technical Analysis of Stocks & Commodities Magazine )

Book Info
Provides futures and options traders hundreds of innovative ways to take profits out of the market and gain an edge in every trade. DLC: Commodity futures.

From the Back Cover
"The authors extract some sobering trading edicts the good old-fashioned way--analysis by the scientific method. Here we see the fruits of detailed and methodical research, both the long and short of it.... These results will certainly affect my own trading designs!" --Mark Jurik Editor, Computerized Trading "If you're the type of trader who wants to build his or her own systems, this book is for you!" --Murray Ruggiero, Jr. Contribuitng Editor, Futures magazine "I have known Jeff Katz for years. He has worked on a number of my projects, always exhibiting a high degree of professionalism, attention to detail, and thoroughness. The same craftsmanship is apparent throughout this book." --Robert Pardo President, Pardo Capital Limited

Customer Reviews

A good starting point for a systems trader
The book should be compulsory reading for any aspiring systems trader.
The testing methodology is thorough, and they cover many of the more common approaches to systems trading as well as a few that many will find a tad too esoteric. My only complaint is that the book could present us with more detailed stats on the tested systems. In e.g Way of the turtle (a much less comprehensive text) the author does an excellent job of presenting stats on any tested system, including a number of important measures you will not find in the Encyclopedia. Overall, I still believe it is a must read. For beginners I also recommend the following books (for starters):

Way of the Turtle (Faith)
Evidence Based Technical Analysis
Design, testing and optimization of trading systems (Pardo)

Also, check out the Trading Blox forum at tradingblox.com for
tons of useful info on systems trading.

* s p e c t r e *

I liked, but it could be better
I liked this book.
it presented many ideas and a right pragmatic approach to test a trading system.
I found tough the statistics part, but it's not an author's fault: it's statistics.
in the final part I found many repetition (many pages might be saved just writing: " hey, for this system we apply the same said at pag. xyz..").

Only two things remained a mistery to me (but I'm not much intellingent..): why didn't the author make any test for longer horizons? in the end, the strategies never approached a longer term trading strategy: usually the trades last few days.
maybe it's not worth? the author doesn't tell us

ah, and it's not an encyclopedia: why did he choose this name?
this is the second mistery...

Too Technical for Me
The Encyclopedia of Trading Strategies is well written and is a good book if you are looking for something very technical and mechanical. I was disappointed with the book. I thought it would offer chart set ups or set ups per technical indicators. Instead, it offered codes, etc for setting up mechanical systems.