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

166 CHAPTER ◆ 1 7 Check Performance and Shadow Trade projects set up automated systems to rerun all regression tests at specifie ...

167 Finally, the team should decide on the tools, tables, and graphs used to mathemati- cally validate the results of the in-/ou ...

168 CHAPTER ◆ 1 7 Check Performance and Shadow Trade and its outputs. (The concepts of control charts and C pk calculations will ...

169 Gate 2 In the chapter on Gate 1, we discussed many important issues regarding gates in general, and all the concepts recomme ...

170 CHAPTER ◆ 1 8 Gate 2 ● Is there a development team for Stage 3? Assignments of programmers to the devel- opment team will be ...

171 We believe that at this point, model risk should have effectively been removed. The backtest stage, K | V Stage 2, outputs m ...

172 CHAPTER ◆ 1 8 Gate 2 The combination of top-down and bottom-up works because it overcomes deficien- cies of each approach. F ...

173 Gates are also a convenient time for portfolio review, for top management to consider resource allocations among the portfol ...

STAGE ◆ III Implement ...

177 STAGE 3: Overview CHAPTER ◆ 19 The spiral stage structure of K | V begs two perspectives—one, that of the loops; and two, th ...

178 CHAPTER ◆ 1 9 STAGE 3: Overview properly transferred. The financial engineers from the product team over the course of Stage ...

179 communication, and feedback. According to the Agile Manifesto ( http://www.agilealliance. com ), an agile team: ● Focuses on ...

180 CHAPTER ◆ 1 9 STAGE 3: Overview 19.2. Real-Time Systems While K | V assumes that all the functional requirements, performanc ...

181 regression testing to ensure that errors are detected and fixed. Our methodology assumes that regression testing is built fr ...

182 CHAPTER ◆ 1 9 STAGE 3: Overview 19.6. Outputs/Deliverables Building a working trading/investment system is essentially a sof ...

183 Plan and Document Technology Specifications CHAPTER ◆ 20 Design system architecture Build and document the system Check perf ...

184 CHAPTER ◆ 2 0 Plan and Document Technology Specifications Nevertheless, the product team must still communicate clearly the ...

185 II. Functional requirements A. System features B. Operational risk requirements C. Design and implementation constraints D. ...

186 CHAPTER ◆ 2 0 Plan and Document Technology Specifications ● Facilitate transfer to new users or new machines. ● Serve as a b ...

187 coverage, so that all major parts of the system are touched on in early loops. The goal is to discover and stabilize the maj ...