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Title: The New Commodity Trading Systems and Methods by Perry J. Kaufman, Perry Kaufman ISBN: 0-471-87879-0 Publisher: John Wiley & Sons Inc Pub. Date: August, 1987 Format: Paperback Volumes: 1 List Price(USD): $99.95

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Average Customer Rating: 5 (1 review)

Rating: 5
Summary: Best fundamental systems building book I've seen!
Comment: Only book that covered "Island and Continent" 3-D graphs analysis (I use TradeStation 4.0's optimization results and export the results file to Excel creating a table of profits, ROA's, Max-drawdowns, ect then graph them out in multicollored 3-d graphs).No one else (to my knowledge) has emphasized the importance of looking for stablity in parameters that are used in systems analysis. I'd never trust a system unless I saw big wide continents in both Profits and Returns on Account minimum....What good is a system unless you know that that the parameter's you're using really work...that they're not out of standard deviation and surounding param's also work! This will give the user ability to see what parameter or inputs not only make profits but where the safest and stable sets of parameters exist.Give me robust systems only please. Can't wait for his new book to come out.

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