testing tuning market trading (27 resultados)

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Paperback. Condición: New. 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 liveup 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.What You Will LearnSee how the 'spaghetti-on-the-wall' approach to trading system development can be done legitimatelyDetect overfitting early in developmentEstimate the probability that your system's backtest results could have been due to just good luckRegularize a predictive model so it automatically selects an optimal subset of indicator candidatesRapidly find the global optimum for any type of parameterized trading systemAssess the ruggedness of your trading system against market changesEnhance the stationarity and information content of your proprietary indicatorsNest one layer of walkforward analysis inside another layer to account for selection bias in complex trading systemsCompute a lower bound on your system's mean future performanceBound expected periodic returns to detect on-going system deterioration before it becomes severeEstimate the probability of catastrophic drawdown  Who This Book Is ForExperienced C++ programmers, developers, and software engineers.  Prior experience with rigorous statistical procedures to evaluate and maximize the quality of systems is recommended as well.

Paperback. Condición: New. 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 liveup 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.What You Will LearnSee how the 'spaghetti-on-the-wall' approach to trading system development can be done legitimatelyDetect overfitting early in developmentEstimate the probability that your system's backtest results could have been due to just good luckRegularize a predictive model so it automatically selects an optimal subset of indicator candidatesRapidly find the global optimum for any type of parameterized trading systemAssess the ruggedness of your trading system against market changesEnhance the stationarity and information content of your proprietary indicatorsNest one layer of walkforward analysis inside another layer to account for selection bias in complex trading systemsCompute a lower bound on your system's mean future performanceBound expected periodic returns to detect on-going system deterioration before it becomes severeEstimate the probability of catastrophic drawdown  Who This Book Is ForExperienced C++ programmers, developers, and software engineers.  Prior experience with rigorous statistical procedures to evaluate and maximize the quality of systems is recommended as well.

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Paperback. Condición: New. 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 liveup 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.What You Will LearnSee how the 'spaghetti-on-the-wall' approach to trading system development can be done legitimatelyDetect overfitting early in developmentEstimate the probability that your system's backtest results could have been due to just good luckRegularize a predictive model so it automatically selects an optimal subset of indicator candidatesRapidly find the global optimum for any type of parameterized trading systemAssess the ruggedness of your trading system against market changesEnhance the stationarity and information content of your proprietary indicatorsNest one layer of walkforward analysis inside another layer to account for selection bias in complex trading systemsCompute a lower bound on your system's mean future performanceBound expected periodic returns to detect on-going system deterioration before it becomes severeEstimate the probability of catastrophic drawdown  Who This Book Is ForExperienced C++ programmers, developers, and software engineers.  Prior experience with rigorous statistical procedures to evaluate and maximize the quality of systems is recommended as well.

Taschenbuch. Condición: Neu. Neuware -Build, test, and tune financial, insurance or other market trading systems using C++ algorithms and statistics. Yoüve 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 liveup 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.What You Will LearnSee how the 'spaghetti-on-the-wall' approach to trading system development can be done legitimatelyDetect overfitting early in developmentEstimate the probability that your system's backtest results could have been due to just good luckRegularize a predictive model so it automatically selects an optimal subset of indicator candidatesRapidly find the global optimum for any type of parameterized trading systemAssess the ruggedness of your trading system against market changesEnhance the stationarity and information content of your proprietary indicatorsNest one layer of walkforward analysis inside another layer to account for selection bias in complex trading systemsCompute a lower bound on your system's mean future performanceBound expected periodic returns to detect on-going system deterioration before it becomes severeEstimate the probability of catastrophic drawdownWho This Book Is ForExperienced C++ programmers, developers, and software engineers. Prior experience with rigorous statistical procedures to evaluate and maximize the quality of systems is recommended as well.APress in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 332 pp. Englisch.

Paperback. Condición: New. 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 liveup 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.What You Will LearnSee how the 'spaghetti-on-the-wall' approach to trading system development can be done legitimatelyDetect overfitting early in developmentEstimate the probability that your system's backtest results could have been due to just good luckRegularize a predictive model so it automatically selects an optimal subset of indicator candidatesRapidly find the global optimum for any type of parameterized trading systemAssess the ruggedness of your trading system against market changesEnhance the stationarity and information content of your proprietary indicatorsNest one layer of walkforward analysis inside another layer to account for selection bias in complex trading systemsCompute a lower bound on your system's mean future performanceBound expected periodic returns to detect on-going system deterioration before it becomes severeEstimate the probability of catastrophic drawdown  Who This Book Is ForExperienced C++ programmers, developers, and software engineers.  Prior experience with rigorous statistical procedures to evaluate and maximize the quality of systems is recommended as well.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 liveup 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.What You Will LearnSee how the 'spaghetti-on-the-wall' approach to trading system development can be done legitimatelyDetect overfitting early in developmentEstimate the probability that your system's backtest results could have been due to just good luckRegularize a predictive model so it automatically selects an optimal subset of indicator candidatesRapidly find the global optimum for any type of parameterized trading systemAssess the ruggedness of your trading system against market changesEnhance the stationarity and information content of your proprietary indicatorsNest one layer of walkforward analysis inside another layer to account for selection bias in complex trading systemsCompute a lower bound on your system's mean future performanceBound expected periodic returns to detect on-going system deterioration before it becomes severeEstimate the probability of catastrophic drawdown Who This Book Is ForExperienced C++ programmers, developers, and software engineers. Prior experience with rigorous statistical procedures to evaluate and maximize the quality of systems is recommended as well. 332 pp. Englisch.

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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The first book on trading systems building, testing and tuning using C++ algorithmsIncludes examples that reinforce the theory that financial engineers and traders can take away with themWritten by Timothy Maste.

Taschenbuch. Condición: Neu. Testing and Tuning Market Trading Systems | Algorithms in C++ | Timothy Masters | Taschenbuch | ix | Englisch | 2018 | Apress | EAN 9781484241721 | Verantwortliche Person für die EU: APress in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand.

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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 liveup 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.What You Will LearnSee how the 'spaghetti-on-the-wall' approach to trading system development can be done legitimatelyDetect overfitting early in developmentEstimate the probability that your system's backtest results could have been due to just good luckRegularize a predictive model so it automatically selects an optimal subset of indicator candidatesRapidly find the global optimum for any type of parameterized trading systemAssess the ruggedness of your trading system against market changesEnhance the stationarity and information content of your proprietary indicatorsNest one layer of walkforward analysis inside another layer to account for selection bias in complex trading systemsCompute a lower bound on your system's mean future performanceBound expected periodic returns to detect on-going system deterioration before it becomes severeEstimate the probability of catastrophic drawdown Who This Book Is ForExperienced C++ programmers, developers, and software engineers. Prior experience with rigorous statistical procedures to evaluate and maximize the quality of systems is recommended as well.