عنوان

Testing and tuning market trading systems :

(Number (ISBN

1484241738

(Number (ISBN

1484241746

(Number (ISBN

9781484241738

(Number (ISBN

9781484241745

Erroneous ISBN

148424172X

Erroneous ISBN

9781484241721

Title Proper

Testing and tuning market trading systems :

General Material Designation

[Book]

Other Title Information

algorithms in C++ /

First Statement of Responsibility

Timothy Masters.

Place of Publication, Distribution, etc.

[New York] :

Name of Publisher, Distributor, etc.

Apress,

Date of Publication, Distribution, etc.

[2018]

Specific Material Designation and Extent of Item

1 online resource

Text of Note

Includes index.

Text of Note

Introduction -- Pre-optimization issues -- Optimization issues -- Post optimization issues -- Estimating future performance I : unbiased trade simulation -- Estimating future performance II : trade analysis -- Permutation tests.

0

Text of Note

Build, test, and tune financial, insurance or other market trading systems using C++ algorithms and statistics. You've had an idea and have done some preliminary experiments, and it looks promising. Where do you go from here? Well, this book discusses and dissects this case study approach. Seemingly good backtest performance isn't enough to justify trading real money. You need to perform rigorous statistical tests of the system's validity. Then, if basic tests confirm the quality of your idea, you need to tune your system, not just for best performance, but also for robust behavior in the face of inevitable market changes. Next, you need to quantify its expected future behavior, assessing how bad its real-life performance might actually be, and whether you can live with that. Finally, you need to find its theoretical performance limits so you know if its actual trades conform to this theoretical expectation, enabling you to dump the system if it does not live up to expectations. This book does not contain any sure-fire, guaranteed-riches trading systems. Those are a dime a dozen ... But if you have a trading system, this book will provide you with a set of tools that will help you evaluate the potential value of your system, tweak it to improve its profitability, and monitor its on-going performance to detect deterioration before it fails catastrophically. Any serious market trader would do well to employ the methods described in this book.

Source for Acquisition/Subscription Address

Springer Nature

Stock Number

com.springer.onix.9781484241738

Title

Testing and tuning market trading systems.

International Standard Book Number

9781484241721

C++ (Computer program language)

Computer algorithms.

Data mining.

Algorithms & data structures.

C++ (Computer program language)

Computer algorithms.

COMPUTERS-- Programming-- Algorithms.

COMPUTERS-- Programming Languages-- C++

Data mining.

Finance.

Programming & scripting languages: general.

Software Engineering.

COM-- 051070

COM-- 051300

UMC

UMX

UMX

Number

Edition

Class number

Masters, Timothy

Date of Transaction

20200823032606.0

Cataloguing Rules (Descriptive Conventions))

pn

Electronic name

[Book]

Y