عنوان

Testing and tuning market trading systems :

شابک

1484241738

شابک

1484241746

شابک

9781484241738

شابک

9781484241745

شابک اشتباه

148424172X

شابک اشتباه

9781484241721

عنوان اصلي

Testing and tuning market trading systems :

نام عام مواد

[Book]

ساير اطلاعات عنواني

algorithms in C++ /

نام نخستين پديدآور

Timothy Masters.

محل نشرو پخش و غیره

[New York] :

نام ناشر، پخش کننده و غيره

Apress,

تاریخ نشرو بخش و غیره

[2018]

نام خاص و کميت اثر

1 online resource

متن يادداشت

Includes index.

متن يادداشت

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

بدون عنوان

0

متن يادداشت

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.

منبع سفارش / آدرس اشتراک

Springer Nature

شماره انبار

com.springer.onix.9781484241738

عنوان

Testing and tuning market trading systems.

شماره استاندارد بين المللي کتاب و موسيقي

9781484241721

موضوع مستند نشده

C++ (Computer program language)

موضوع مستند نشده

Computer algorithms.

موضوع مستند نشده

Data mining.

موضوع مستند نشده

Algorithms & data structures.

موضوع مستند نشده

C++ (Computer program language)

موضوع مستند نشده

Computer algorithms.

موضوع مستند نشده

COMPUTERS-- Programming-- Algorithms.

موضوع مستند نشده

COMPUTERS-- Programming Languages-- C++

موضوع مستند نشده

Data mining.

موضوع مستند نشده

Finance.

موضوع مستند نشده

Programming & scripting languages: general.

موضوع مستند نشده

Software Engineering.

موضوع مستند نشده

COM-- 051070

موضوع مستند نشده

COM-- 051300

موضوع مستند نشده

UMC

موضوع مستند نشده

UMX

موضوع مستند نشده

UMX

شماره

ويراست

شماره رده

مستند نام اشخاص تاييد نشده

Masters, Timothy

تاريخ عمليات

20200823032606.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y