Application for System Trade and DataMining

[spiderwang]

the same to headline,

[HenryTo]

To all,

Could any of our readers or posters here recommend a good book or reference on trading systems for Mr. Wang?

Thanks in advance,

Henry

[HenryTo]

spiderwang,

A lot of what I do is pretty subjective - i.e. I don't try to follow a trading system at all - even one that I have developed myself and evolved over time since the behavior of the market changes so often in this day and age. Before the advent of the internet, your system could work for months but now your success periods can probably be counted only in weeks or days.

As far as "advice" goes, I would go ahead and read the following by Perry Kaufman:

http://www.amazon.com/exec/obidos/tg/detail/-/0471148792/ref=pd_sim_b_5/102-2426692-2696132?%5Fencoding=UTF8&v=glance

Has anyone else read this book? You won't find very many deep insights in this book but what you will find in this book is a good overview of the many trading systems that people are using - including systems based on astrology, etc. There's also some discussion of history which I think was very interesting and it shows you how people who have been developing trading systems have evolved over the years.

Spider, are you trading the U.S. markets or the Chinese markets?

Best,

Henry

[spiderwang]

Thank u,Henry

i have known the basic knowledge about system-trading,and making one program which is not very good.i am trading by the signal pruduced by that system,but it is far away from extremely well-done.

henry,can u send me some information about the development,now and future about program trading in efficient market.

otherwise,i am learning the application of datamining.my work require me the touch all konwledge about invest tools .

thanks.

[HenryTo]

spiderwang,

Not sure I understand you here - are you trying to get ideas on how to construct a trading system, etc.?

Best,

Henry