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Description of A Practical Guide to ETF Trading Systems

'A Practical Guide to ETF Trading Systems' is about simple, rule-based trading systems of a trend following nature.

This book reflects the author's belief that successful investing is not complex, that market timing works and that investors should spurn traditional actively-managed products in favour of managing their own investments using index-tracking funds.

Providing a comprehensive introduction to rule-based trading, this book sets out in detail two specific systems which may be applied to exchange-traded funds (ETFs) and exchange-traded commodities (ETCs).

Sceptics will maintain that mechanical systems do not work and that you cannot ignore the fundamentals. They are wrong. Sophisticated investors have profited handsomely over the years by following price trends on a purely mechanical basis and they will continue to do so.

This guide will show you that systematic trading is likely to provide far better risk-adjusted returns than any conventional approach currently on offer from professional fund managers.

There has never been a better time to benefit from the advantages of systematic investing. At a time when long-only traditionalists are fully invested in stocks and nursing huge
losses, the systematic investor has exited the markets entirely and waits patiently for a signal to re-enter.

Title Information

ISBN:

9780857191168

Pages:

186 pages

Format:

eBook

Product Code:

637036

Publisher:

Harriman House

Published:

02/03/2011

Edition:

1st Edition

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About Anthony Garner

After education at Westminster School, Oxford University and the College of Law, Anthony Garner spent a few formative years as a solicitor with a City of London law practice, before moving to an investment bank.

He left conventional employment in 1995 in favour of a long cherished aim to work for himself and since then has been trading financial markets for his own account.

For some years now his interest has concentrated on designing, testing and trading simple mechanical strategies, since his years inside the financial industry convinced him that, for the majority, the discipline of systematic trading is a better way to go.

Contents of A Practical Guide to ETF Trading Systems

Preface
Introduction

Part 1: Rule-based Trading
A Simple Mechanical System
Does Rule-based Trading Work in the Real World?
Back-testing: Data
Back-testing: Software
Back-testing: Strategy and System Design

Part 2: Developing a Rule-based System
Establishing Benchmarks
The Bollinger Band Breakout System
Increasing the Returns on the Bollinger Band Breakout System
A Momentum System

Conclusion
Where to go from here

Appendix