About
Lars Kestner
Lars Kestner
has been involved in the field of systematic trading for over
eight years, and his work has been seen throughout the industry
in publications such as Futures magazine and Technical Analysis
of Stocks and Commodities. Mr. Kestner has attempted to quantify
as much of the trading process as possible, replacing subjectivity
with rigorous mathematical analysis. Other interests include performance
evaluation resulting in his performance measure, the K-ratio,
which can be found in many analysis software packages today. Lars
is also a derivatives trader at a major investment bank.
His book "A
Comparison of Popular Trading Systems" was originally written
to determine which ideas and strategies of published authors were
profitable. The systems found in popular books usually were not
rigorously tested for performance. This manual is a vehicle to
test that performance. In its second edition, the analysis has
been updated and expanded to include more ideas and new techniques.
CTCR is currently the publisher of this book 
Lars Kestner
Links:
1.
CTCR Newsletter Review of Comparison of Popular Trading Systems:
(info)
(order)
2. CTCR Newsletter (June '99) article by: (info)
(order)
3.
CTCR Newsletter Interview, Article by, Trading System Review by:
(info)
(order)
