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

(Michael S) #1

290 Index


fuzzy front end
clarifying 77
development 56–7
Money Document 77

Gate 1; 38, 123–7
gate meetings 124–7
inputs/deliverables 127
Gate 2; 40, 169–73
inputs/deliverables 172
IT resources 170–1
portfolio review 171–2
questions 169–70
Gate 3; 42, 221–5
benchmarking 222–4
inputs/deliverables 224
process improvement 222–4
questions 221–2
gate meetings
benchmarking 222–4
format 125–7
inputs/deliverables 127
product teams 125
successful 124–7
top management 49–50, 125
gates 20
go/kill decisions 31–3, 126
purpose 123
Stage-Gate® methodology 31–3
go/kill decisions, gates 31–3, 126
goals, Quality Money Management
(QMM) 10–11
graphical user interfaces (GUIs), testing 216
gray box testing, performance checking 119
growth stage, life cycle 21
GUIs see graphical user interfaces

high frequency systems
system architecture 200
testing 159
historical data 38, 139–47
testing using 158–60
historical perspective
engineering 3
finance 3
quality revolution 2–3
history of investment cycles, market
analysis 73–4
history, risk/return 230–2

ideas
best practices 95
communication 88–90
describing 87–95
documenting 87–91

generating 57–8
trading/investment 87–95
trading/investment strategy 36–7
trading/investment systems 36–7, 57–8
implementing
development team 178–9
interfaces 181
network architecture 181
outputs/deliverables 182
overview 177–82
real-time systems 180
trading/investment algorithms 180–1
trading/investment systems 40–2
in-sample/out-of-sample tests 39, 157–63
incentives, product teams 52, 55–6
incubator fund process 45
index benchmarking 15–16, 240–1
information management, backtesting 133–4
innovation 20
bottom-up 20, 57, 68
continuous improvement ( kaizen ) 273–4
opportunities 57
sources 56–7
systematic 1–2
top-down 20, 57, 68
inspections, performance checking 115–16
interface packages
building the system 210–11
system architecture 201
interface requirements, documenting 190
interfaces, implementing 181
investment capital providers 18
investment cycles, market analysis 73–4
investors
investment capital providers 18
seed capital providers 18
types 18
ISO 9000, continuous improvement
( kaizen ) 272–3
iteration planning meetings 186–7

kaizen see continuous improvement
key concepts 15–27
known calculations, prototyping 112–13

leadership, top management 50
leaks, logic 91–2
Lean principles 33
life cycle 21
decline stage 21
design stage 21
growth stage 21
maturity stage 21
testing stage 21
logic leaks 91–2
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