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- Thu Jul 10, 2008 1:47 pm
- Forum: Testing and Simulation
- Topic: STATISTICAL PROCESS CONTROL to monitor a trading system
- Replies: 6
- Views: 9159
SPC for Sytematic Trading
FYI. There is a new book out called 'Quality Money Management' that explains how to use SPC to backtest and monitor trading systems. If you're serious about trading systems, there really is no other way to do it.