Isbn: 9798297047723 - the backtesting masterclass: build, validate, and optimize with python: ideas are cheap. verified performance is priceless. (6 resultados)

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  • Idioma: Inglés

    Editorial: Independently published, 2025

    9798297047723

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    Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de AmericaPBShop.store US

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    Condición: Nuevo

    EUR 56,47

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    PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.

  • Idioma: Inglés

    Editorial: Branching Plot Books, 2025

    9798297047723

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    Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK

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    Condición: Nuevo

    EUR 50,47

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    PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.

  • Idioma: Inglés

    Editorial: Independently Published Aug 2025, 2025

    9798297047723

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    Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH

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    Condición: Nuevo

    EUR 109,46

    Envío por EUR 30,50 
    Se envía de Alemania a Estados Unidos de America

    Cantidad disponible: 2 disponibles

    Taschenbuch. Condición: Neu. Neuware - Reactive Publishing The Backtesting Masterclass: Build, Validate, and Optimize with PythonBy Hayden Van Der PostIdeas are cheap. Verified performance is priceless.In the algorithmic trading world, strategy means nothing without proof. The Backtesting Masterclass gives you the full-stack tools, frameworks, and insights to rigorously test, validate, and refine your ideas, before putting real money on the line.Written for quantitative traders, data-driven investors, and Python developers, this book bridges the gap between theory and execution, teaching you how to simulate realistic trading environments and avoid the hidden traps of overfitting, false signals, and unrealistic assumptions.What You'll Learn: - Build Your Own Backtesting Engine: Create fast, modular frameworks in Python using Pandas, NumPy, and vectorized execution- Validate Strategy Performance: Use Sharpe, Sortino, drawdown, and advanced metrics that matter to real-world capital- Avoid Overfitting & Survivorship Bias: Learn cross-validation techniques, walk-forward analysis, and robust performance testing- Incorporate Real Market Frictions: Slippage, commissions, bid-ask spreads, order latency-and how to simulate them accurately- Optimize Without Curve Fitting: Learn hyperparameter tuning, risk-based portfolio allocation, and trade filtering techniques- Run Monte Carlo Simulations: Test thousands of alternate realities and build statistical confidence in your edgeWho This Book Is For: - Quant traders and data scientists building Python-based trading systems- Financial engineers validating models before live deployment- Prop traders, fintech devs, and portfolio managers seeking reproducible edge- Anyone tired of relying on untested trading advice and looking for proof-driven executionBefore you risk your capital, test your strategy like your future depends on it.Because it does.

  • Idioma: Inglés

    Editorial: Independently Published, 2025

    9798297047723

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    • Impresión bajo demanda

    Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail

    Vendedor de 5 estrellas
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    Condición: Nuevo

    EUR 53,00

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    Cantidad disponible: 1 disponibles

    Paperback. Condición: new. Paperback. Reactive Publishing The Backtesting Masterclass: Build, Validate, and Optimize with PythonBy Hayden Van Der PostIdeas are cheap. Verified performance is priceless.In the algorithmic trading world, strategy means nothing without proof. The Backtesting Masterclass gives you the full-stack tools, frameworks, and insights to rigorously test, validate, and refine your ideas, before putting real money on the line.Written for quantitative traders, data-driven investors, and Python developers, this book bridges the gap between theory and execution, teaching you how to simulate realistic trading environments and avoid the hidden traps of overfitting, false signals, and unrealistic assumptions.What You'll Learn: Build Your Own Backtesting Engine: Create fast, modular frameworks in Python using Pandas, NumPy, and vectorized executionValidate Strategy Performance: Use Sharpe, Sortino, drawdown, and advanced metrics that matter to real-world capitalAvoid Overfitting & Survivorship Bias: Learn cross-validation techniques, walk-forward analysis, and robust performance testingIncorporate Real Market Frictions: Slippage, commissions, bid-ask spreads, order latency-and how to simulate them accuratelyOptimize Without Curve Fitting: Learn hyperparameter tuning, risk-based portfolio allocation, and trade filtering techniquesRun Monte Carlo Simulations: Test thousands of alternate realities and build statistical confidence in your edgeWho This Book Is For: Quant traders and data scientists building Python-based trading systemsFinancial engineers validating models before live deploymentProp traders, fintech devs, and portfolio managers seeking reproducible edgeAnyone tired of relying on untested trading advice and looking for proof-driven executionBefore you risk your capital, test your strategy like your future depends on it.Because it does. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

  • Idioma: Inglés

    Editorial: Independently published, 2025

    9798297047723

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    • Impresión bajo demanda

    Librería: California Books, Miami, FL, Estados Unidos de AmericaCalifornia Books

    Vendedor de 4 estrellas
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    Condición: Nuevo

    EUR 53,01

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    Cantidad disponible: Más de 20 disponibles

    Condición: New. Print on Demand.

  • Idioma: Inglés

    Editorial: Independently Published, 2025

    9798297047723

    • Tapa blanda
    • Impresión bajo demanda

    Librería: CitiRetail, Stevenage, Reino UnidoCitiRetail

    Vendedor de 5 estrellas
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    Condición: Nuevo

    EUR 55,24

    Envío por EUR 43,15 
    Se envía de Reino Unido a Estados Unidos de America

    Cantidad disponible: 1 disponibles

    Paperback. Condición: new. Paperback. Reactive Publishing The Backtesting Masterclass: Build, Validate, and Optimize with PythonBy Hayden Van Der PostIdeas are cheap. Verified performance is priceless.In the algorithmic trading world, strategy means nothing without proof. The Backtesting Masterclass gives you the full-stack tools, frameworks, and insights to rigorously test, validate, and refine your ideas, before putting real money on the line.Written for quantitative traders, data-driven investors, and Python developers, this book bridges the gap between theory and execution, teaching you how to simulate realistic trading environments and avoid the hidden traps of overfitting, false signals, and unrealistic assumptions.What You'll Learn: Build Your Own Backtesting Engine: Create fast, modular frameworks in Python using Pandas, NumPy, and vectorized executionValidate Strategy Performance: Use Sharpe, Sortino, drawdown, and advanced metrics that matter to real-world capitalAvoid Overfitting & Survivorship Bias: Learn cross-validation techniques, walk-forward analysis, and robust performance testingIncorporate Real Market Frictions: Slippage, commissions, bid-ask spreads, order latency-and how to simulate them accuratelyOptimize Without Curve Fitting: Learn hyperparameter tuning, risk-based portfolio allocation, and trade filtering techniquesRun Monte Carlo Simulations: Test thousands of alternate realities and build statistical confidence in your edgeWho This Book Is For: Quant traders and data scientists building Python-based trading systemsFinancial engineers validating models before live deploymentProp traders, fintech devs, and portfolio managers seeking reproducible edgeAnyone tired of relying on untested trading advice and looking for proof-driven execution Before you risk your capital, test your strategy like your future depends on it.Because it does. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.