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

100 CHAPTER ◆ 9 Research Quantitative Methods that copycats ’ access to information is delayed. The advantage is that copycats p ...

principal component analysis to understand the system. Reverse engineering is a systematic approach for analyzing the design of ...

102 CHAPTER ◆ 9 Research Quantitative Methods from building the prototypes (in the following step, K|V 1.3). In this step, team ...

103 The final loop through this step should also define what the appropriate risk tools will be. A discussion of these tools sho ...

105 Prototype in Modeling Software CHAPTER ◆ 10 Trading/investment strategy development processes should strive to deliver small ...

106 CHAPTER ◆ 1 0 Prototype in Modeling Software experiment to a final, consolidated version of the trading/investment system. W ...

107 Suppose a trading system was thought to consist of about 1000 function points. It would take about 125,000 lines of C code t ...

108 CHAPTER ◆ 1 0 Prototype in Modeling Software Spreadsheet risk management is a new area of research aimed at creating patches ...

109 ● Focus initial prototyping efforts on poorly understood or risky areas. Furthermore, since prototyping quantitative methods ...

110 CHAPTER ◆ 1 0 Prototype in Modeling Software pressure) to add more implementation capabilities to prototypes. The team canno ...

111 10.3. Spreadsheet Modeling According to the European Spreadsheet Risk Interest Group (EuSpRIG): Research has repeatedly show ...

112 CHAPTER ◆ 1 0 Prototype in Modeling Software firms have generally organized their design techniques relative to their busine ...

113 surface and related prices could turn out to take several minutes. Hedge funds have solved this problem using strategies ran ...

114 CHAPTER ◆ 1 0 Prototype in Modeling Software The final pass through this step should construct a single prototype with the c ...

115 Check Performance CHAPTER ◆ 11 As we have said, there are three types of trading systems—trigger systems, filter systems, mu ...

116 CHAPTER ◆ 1 1 Check Performance is important. Fast track projects are particularly vulnerable to shorting quality assurance, ...

117 with known calculated values. In some cases, however, there may be no known comparable calculation. In nearly all spreadshee ...

118 CHAPTER ◆ 1 1 Check Performance more passes over the K|V Stage 1 spiral, the more opportunities there are for errors to be r ...

119 and may point the way to more robust designs. However, because white box tests require such intimate knowledge of the system ...

120 CHAPTER ◆ 1 1 Check Performance box test on a software design the testers only know the inputs and what the expected out- co ...