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Kaufman, CMT3, Chapter 22

Chapter 22: Practical Considerations

  • Use and Abuse of the Computer
  • Extreme Events
  • Gambling Techniques– The Theory of Runs
  • Selective Trading
  • System Trade-Offs
  • Trading Limits and Disconnected Markets
  • Silver and NASDAQ– Too Good to Be True
  • Similarity of Systematic Trading Signals