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Permutation and Randomization Tests for Trading System Development: Algorithms in C++

Timothy Masters
4.9/5 (19346 ratings)
Read Now Download Now ⏭ listen AudioBook
Description:This book provides the trading system developer with a powerful set of statistical tools for measuring vital aspects of performance that are ignored by most developers.All algorithms include intuitive justification, basic theory, all relevant equations, and highly commented C++ code for complete programs that run in a Windows Command Console.Reprogramming them in other languages should be easy, given the detailed explanations of each algorithm.The following topics are covered:Testing for overfitting at the earliest possible stageEvaluating the luckiness-versus-skill of a fully developed system before deploying itTesting the effectiveness and reliability of a trading system factoryRemoving selection bias when screening a large number of indicatorsProbability bounds for future mean returnsBounding typical and catastrophic future drawdownsIs the best indicator or model in a competition truly the best, or just the luckiest?Which markets provide truly superior profits for your trading system?What holding time for your system provides the best risk/return performance?We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Permutation and Randomization Tests for Trading System Development: Algorithms in C++. To get started finding Permutation and Randomization Tests for Trading System Development: Algorithms in C++, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.
Pages
159
Format
PDF, EPUB & Kindle Edition
Publisher
Independently published
Release
2020
ISBN

Permutation and Randomization Tests for Trading System Development: Algorithms in C++

Timothy Masters
4.4/5 (1290744 ratings)
Read Now Download now ⏭ listen AudioBook
Description: This book provides the trading system developer with a powerful set of statistical tools for measuring vital aspects of performance that are ignored by most developers.All algorithms include intuitive justification, basic theory, all relevant equations, and highly commented C++ code for complete programs that run in a Windows Command Console.Reprogramming them in other languages should be easy, given the detailed explanations of each algorithm.The following topics are covered:Testing for overfitting at the earliest possible stageEvaluating the luckiness-versus-skill of a fully developed system before deploying itTesting the effectiveness and reliability of a trading system factoryRemoving selection bias when screening a large number of indicatorsProbability bounds for future mean returnsBounding typical and catastrophic future drawdownsIs the best indicator or model in a competition truly the best, or just the luckiest?Which markets provide truly superior profits for your trading system?What holding time for your system provides the best risk/return performance?We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Permutation and Randomization Tests for Trading System Development: Algorithms in C++. To get started finding Permutation and Randomization Tests for Trading System Development: Algorithms in C++, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.
Pages
159
Format
PDF, EPUB & Kindle Edition
Publisher
Independently published
Release
2020
ISBN

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