SKU/Artículo: AMZ-B084QLXFKW
Permutation and Randomization Tests for Trading System Development: Algorithms in C++
Format:
Paperback
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Disponibilidad:
En stock
En stock
Peso con empaque:
0.32 kg
0.32 kg
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Sí
Sí
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Nuevo
Nuevo
Producto de:
Amazon
Amazon
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USA
USA
Sobre este producto
- 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?
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AR$110.147
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