![]() Nothing about trading system is stationary. Following from risk normalization, a near-universal objective function, which I call CAR25, can be read from the distribution of trading results. Then use risk tolerance to normalize trading system performance, determining the maximum safe position size, which I call safe-f, that will hold drawdown to within your risk tolerance. ![]() I show how to quantify personal tolerance for risk - even plot it on a chart. There is considerable new material in the book, particularly in three areas. If everything goes well, publication is expected to be about October, 2014. Howard Bandy will be discussing his newest book. Howard Bandy - Quantitative Technical Analysis You are invited to a free webinar. Here is a link to the invitation: įree Webinar - Dr. I will be presenting a free webinar with material taken from my newest book - Quantitative Technical Analysis.
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