Tradings Systems That Work: Building and Evaluating Effective Trading Systems

<H2> Evaluating Performance.<H3> Performance Measures.<H3> Better Measures.<H3> Futures Contract Data.<H2> System Concepts.<H3> Picking Tops and Bottoms.<H3> Data Mining.<H3> Trade or Not to Trade.<H3> Following the Trend.<H2> Getting Out.<H3> Efficient Trades.<H3> Sweeney's MAE/MFE.<H3> Adding Long-term Exits.<H3> Working with Random Entries.<H2> High Probability Filters.<H3> Filtering.<H3> Long-term Volatility Filters.<H3> What Makes a Trend.<H2> Money Management and Portfolio Composition.<H3> Money Management.<H3> Portfolio Composition.<H3> Increasing Your Confidence.