Each chapter explores a certain trade entry system varying from simple moving average crossover strategies to trading on the back of sunspot activity or lunar cycles.Each strategy is tested against a random entry system on a specified data period. Debunking supposed value in many trend following systems once slippage is taken into account.
An interesting study that a worthy mathematician/statistician has conducted, with some practical concepts.
The author cross tests systems on tradestation and his own personally written programs, the book includes a lot of hard code for these systems (also available for purchase).
The author was moderately helpful when I contacted them by email and bought data and system code but that has gone to waste with limited support thereafter.
Overall impression is that the book is well thought and written but a bit heavy on the quant side for sum people.
The author conducts statistics studies for ME (Chonic fatigue syndrome) and I was left with the impression that the author makes his money through his stats & authoring competence over any great success in practically system trading in the real world...
