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

(Michael S) #1

284 Endnotes


Chapter 13



  1. Pyzdek, Thomas. 1999. “ SPC guide: process capability in English. ” Quality Digest. http://www.
    qualitydigest.com/jan99/html/spcguide.html

  2. Bohlen, Reiner. 2007. “ Automating the investment process: the joy of backtesting ” Barra Newsletter
    #167. http://www.barra.com/Newsletter/nl167/aip.asp

  3. OPEN Process Framework. 2007. http://www.opfro.org/index.html?Components/WorkProducts/
    DesignSet/DatabaseDesignDocument/DatabaseDesignDocument.html~Contents


Chapter 14



  1. Wong, Raymond K. and Patty N. Ng. 1994. “ A hybrid approach for automated trading systems. ”
    IEEE.


Chapter 16



  1. Ishikawa, Kaoru. 1976. Guide to Quality Control. Tokyo: Asian Productivity Organization.


Chapter 20



  1. IEEE. 1998. “ IEEE recommended practice for software requirements specifications. ” Software
    Engineering Standards Committee, IEEE Computer Society.

  2. IEEE. 1998. “ IEEE recommended practice for software requirements specifications. ” Software
    Engineering Standards Committee, IEEE Computer Society.

  3. Hussain, Amanat. 2000. Managing Operational Risk in Financial Markets. Butterworth-Heinemann
    Finance, p. 186ff.

  4. Agile Project Planning. 2006. “ 3 ways to meet your software project deadline. ” http://www.extreme-
    planner.com/blog/2006/02/3-ways-to-meet-your-software-project.html


Chapter 21



  1. Clements, Paul, Rick Kazman, and Mark Klien. 2002. Evaluating Software Architectures.
    Addison-Wesley.

  2. Fowler, Martin. 1999. Refactoring: Improving the Design of Existing Code. Addison-Wesley.


Chapter 22



  1. McConnell, Steve. 1996. Rapid Development. Redmond, WA: Microsoft Press, pp. 64, 65.

  2. McConnell, Steve. 1996. Rapid Development. Redmond, WA: Microsoft Press, pp. 64, 65.

  3. McConnell, Steve. 1996. Rapid Development. Redmond, WA: Microsoft Press, pp. 64, 65.


Chapter 24


1. Camp, Robert C. 1995. Business Process Benchmarking. Milwaukee, WI: ASQC Quality Press, p. 21.
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