Blue Owl Press — Activities

Writing Speaking Seminars

Writing

We are actively working on our next book, Advanced AmiBroker.
While the book is progressing steadily, it competes with our other projects for time. We hope to have the writing completed in March, with editing and printing to follow. That schedule would have the book available in April or May 2010. Read about Advanced AmiBroker

A paper, Use of Fundamental Data in Active Investing. (850KB pdf file)

An article by Howard Bandy, entitled "Designing and testing a pattern-based trading system," appears in the January 2008 issue of Active Trader Magazine.

A two-part article by Howard Bandy, entitled "Designing a mean-reversion trading system," appears in the October and November 2007 issues of Active Trader Magazine.

Copies of these articles can be ordered from the Active Trader web site.

Our first book, Quantitative Trading Systems, was published in April 2007.
Our second book, Introduction to AmiBroker, was published in October 2008.
Our next book, Advanced AmiBroker, is in preparation with publication expected to be about May 2010.

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Speaking

We traveled to Australia in October 2009, and spoke at the Australian Technical Analysts Association annual conference.
Read about the ATAA meeting.

My speech was entitled "Trading System Development to Profit in All Markets".
It was given in two parts, each a little over an hour long.
In it, I discuss the system development methodology that I recommend, teach, and use myself. Topics include:

Systems engineering
Modeling and simulation
Trading system design
Financial data
In-sample and out-of-sample
Backtesting
Optimization
Walk forward testing
Risk
Drawdown
Trading system validation
Statistical significance
Monitoring trading
Is the system broken
Trading from Australia
A few trading system ideas

The ATAA hired professional video engineers to record the conference proceedings.
The speeches are in .wmv format and are too large to post for download. But I have copied them onto DVDs and will mail a copy to you. While I retain the copyright to the speeches, you are free to copy the DVD and distribute copies to your friends (providing that there is no charge to the recipient).
To cover my cost of duplication and mailing, there is a small charge.

Order a copy of Howard's speech at the 2009 ATAA
To order a copy of my speeches for delivery to an address within the US, use this button. The charge is $1.95.	To order a copy of my speeches for delivery to an address outside the US, use this button. The charge is $3.95.

Order a copy of Howard's speech at the 2009 ATAA

To order a copy of my speeches for delivery to an address within the US, use this button. The charge is $1.95.

To order a copy of my speeches for delivery to an address outside the US, use this button. The charge is $3.95.

If PayPal does not work for you, mail a check to:
    Blue Owl Press, Inc.
    3700 S. Westport Ave, #1876
    Sioux Falls, SD 57106

(This will add about a week to delivery time)

Howard Bandy spoke at the NAAIM Conference in Atlanta, Georgia, in September 2008.

Download Howard Bandy's PowerPoint presentation (and AFL code) from the NAAIM Conference, September 22, 2008, Atlanta, Georgia.
(3.3 MB Zip file)

Howard Bandy spoke at the NAAIM Conference in Irvine, California, in May 2008.

Download Howard Bandy's PowerPoint presentation from the NAAIM Conference, May 7, 2008, Irvin, California.
(3.7 MB Zip file)

Howard Bandy spoke at the AmiBroker Conference in Houston, Texas, February, 2007.

The title of the talk was: Trading System Validation.
Topics included were:
Objective Function
Data Selection
Survivor Bias
Optimization
System Reliability
Monte Carlo Analysis

The Conference Organizer was Richard Boroff.
You can reach Richard at: www.ftmonitor.com

The conference CD, including Camtasia recordings of all presentations, is available.
If you missed the conference, pick up the CD and the other conference materials from Richard.

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Seminars and Workshops

Howard Bandy presented a series of three workshops in Australia in October 2009.

They were:

Introduction to AmiBroker. October 26.
Design, Testing, and Validation of Trading Systems. October 27 and 28.
Advanced Design, Testing, and Validation of Trading Systems. October 29 and 30.

They were held at the Melbourne Convention and Exhibition Center, immediately following the Australian Technical Analysts Association Conference.
Learn more about the workshops.

Howard Bandy presented a two day workshop on "Trading System Design" at the 2008 AmiBroker Conference held in Las Vegas, February 21 through 24, 2008.

Here is a detailed outline of the workshop. (.doc file)

If you missed the conference, pick up the conference CD, including Camtasia recordings of all presentations, and the other conference materials from Richard Boroff, the organizer of the 2008 AmiBroker Conference.

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