ENGLISH

Expert Trading Systems: Modeling Financial Markets with Kernel Regression

By John R. Wolberg

Book information

Publisher
Wiley
Year
2000
ISBN
9780471345084, 0471345083
Open Library ID
OL7615395M
Language
english
Format
PDF
Filesize
12 MB (12423270 bytes)
Edition
1
Pages
126\126
Topic
Economy
Time added
2010-02-18 13:16:04

Description

On page XIV Wohlberg states "This book is geared to 3 types of readers. The first group includes those who are interested in modeling in general and desire an overview of the KR technique. The second group includes those involved in the development and/or usage of KR software. The third group includes readers primarily interested in the development of computerized trading systems"I fell into the first group. I had three problems with the book:1. Most of the book was relevant to people in group 2 or 3 above;2. The author did not always use plain simple english;3. prerequisite knowledge of Schwagers book "A Complete Guide to the Futures Market" and computing and/or statistics was necessary.Nevertheless I found some useful information which I have implemented.

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