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

274 CHAPTER ◆ 3 0 Kaizen: Continuous Improvement Innovation is discontinuous improvement. Innovations appear when process variat ...

of how your system needs to evolve due to changing economic conditions and realities. Hence, we start again at Stage 1 with a ne ...

276 CHAPTER ◆ 3 0 Kaizen: Continuous Improvement Gate meetings allow top management to monitor progress of product teams and to ...

This book offers a framework and guidelines, not rigid formulas. We recommend you tai- lor our standard process to suit your pro ...

279 Endnotes Chapter 1 Drucker, Peter F. 2002. “ The Discipline of Innovation. ” Harvard Business Review. August. Hamilton, Dan ...

280 Endnotes Bogle, John C. 2005. The Battle for the Soul of Capitalism. Yale University Press. p. xxii. Womack, James P., and ...

Endnotes 281 Chapter 4 Bogle, John C. 2005. The Battle for the Soul of Capitalism. Yale University Press. p. xxii. Goetsch, Dav ...

282 Endnotes Hall, Sarah. 2006. “ What counts? Exploring the production of quantitative financial narratives in London ’ s corp ...

Endnotes 283 Taina, Juha. 2005. “ A brief introduction to function points. ” http://www.cs.helsinki.fi/u/tiana/ohtu.fp.html. Oc ...

284 Endnotes Chapter 13 Pyzdek, Thomas. 1999. “ SPC guide: process capability in English. ” Quality Digest. http://www. quality ...

Endnotes 285 Chapter 25 Rice, Chris. “ Best practices in algorithmic trading. ” Active Equity Essays & Presentations. http: ...

287 Index 8 Disciplines (8D) process, continuous improvement ( kaizen ) 273 adapting design processes/universal principles 12 Ag ...

288 Index best practices ( continued ) performance controls 250 prototyping 114 quantitative methods 103 SPC 262 spreadsheet mod ...

Index 289 outliers 152 point-in-time data problem 152–4 price 141–2 purchasing 140–6 ranking 154 reformatting 151–2 results tabl ...

290 Index fuzzy front end clarifying 77 development 56–7 Money Document 77 Gate 1; 38, 123–7 gate meetings 124–7 inputs/delivera ...

Index 291 management see also top management process approach to 22 management styles 5–6 market analysis competition 74 distrib ...

292 Index performance checking ( continued ) black box testing 119–20, 215–16 control 121 final audit 216–17 gray box testing 11 ...

Index 293 quality planning 24 quality revolution, historical perspective 2–3 quantitative methods benchmarking 98–9 best practic ...

294 Index stationary system 24 statistical arbitrage 63–4 statistical process control (SPC) 25 analysis 43, 251–62 assumptions 2 ...

Index 295 trading/investment strategy documentation 36 ideas 36–7 modeling software 37 performance 37–8 quantitative methods 37 ...