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📙 Expert Trading Systems: Modeling Financial Markets with Kernel Regression by John R. Wolberg — epub download


On page XIV Wohlberg states "This book is geared to 3 types of readers. The first group includes those who are interested in modeling in general and desire an overview of the KR technique. The second group includes those involved in the development and/or usage of KR software. The third group includes readers primarily interested in the development of computerized trading systems" I fell into the first group. I had three problems with the book: 1. Most of the book was relevant to people in group 2 or 3 above; 2. The author did not always use plain simple english; 3. prerequisite knowledge of Schwagers book "A Complete Guide to the Futures Market" and computing and/or statistics was necessary. Nevertheless I found some useful information which I have implemented.

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