by Benjamin Van Vliet (Author), Andrew Kumiega (Author)
Presents a methodology for development and evaluation of trading and investment systems. This book features a methodology (called K|V) that combines new product development, project management and software development methodologies into one system. It includes a quality model for backtesting and managing market risk of working systems.
Format: Hardcover
Pages: 304
Edition: 1
Publisher: Academic Press
Published: 10 Apr 2008
ISBN 10: 0123725496
ISBN 13: 9780123725493