Bibliography

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[1] Stridsman, Thomas, Trading Systems That Work (McGraw-Hill Professional, 2000).

[2] Aronson, David, Evidence-Based Technical Analysis (Wiley, 2006).

[3] You, Dr. Alex, http://elsmar.com/pdf_files/Degrees_of_Freedom.pdf

[4] Pardo, Robert, Design, Testing and Optimization of Trading Systems (Wiley, 1992).

[5] Jaekle & Tomasini, "Channel Breakout - Part 4: Light Crude Oil", Traders (2008).

[6] Stridsman, Thomas, Trading Systems and Money Management (Wiley, 2003).

[7] Collins, Art, Market Beaters (Traders Press, 2004).

[8] Jaekle & Tomasini, "The importance of time for short-term trading", Traders (November 2006).

[9] Sweeney, John, Maximum Adverse Excursion: Analyzing Price Fluctuations for Trading Management (Wiley, 1997).

[10] Farrell, Christopher, 'Monte Carlo models simulate all kinds of scenarios', BusinessWeek (2001).

[11] Williams, Larry, The Definitive Guide to Futures Trading, Volume II (Brown Co, 1990).

[12] Vince, Ralph, Portfolio Management Formulas: Mathematical Trading Methods for the Futures, Options and Stock Markets (Wiley, 1990).

[13] Jones, Ryan, The Trading Game: Playing by the Numbers to Make Millions (Wiley, 1999).

[14] Jaekle & Tomasini, "Bollinger Band System", Traders (2006).

[15] Jaekle & Tomasini, "The Triangle System", Traders (2007).

[16] Jaekle & Tomasini, "Trend following in the bond markets, Part 1 and 2", Traders (2006).

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