Testing and Tuning Market Trading Systems Algorithms in C++ /

• Main Author: Masters, Timothy (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berkeley, CA : Apress : Imprint: Apress, 2018.
• Edition: 1st ed. 2018.
• Subjects: Programming languages (Electronic computers).; Financial engineering.; Software engineering.; Algorithms.; Programming Languages, Compilers, Interpreters.; Financial Engineering.; Software Engineering.; Algorithm Analysis and Problem Complexity.

"The algorithms in this book are essential tools for any serious trading system developer." --David R. Aronson, Hood River Research Inc. Build, test, and tune financial, insurance or other market trading systems using C++ algorithms and statistics. You've had an idea and have done som...

Table of Contents:

• 1. Introduction
• 2. Pre-Optimization Issues
• 3. Optimization Issues
• 4. Post-Optimization Issues
• 5. Estimating Future Performance I: Unbiased Trade Simulation
• 6. Estimating Future Performance II: Trade Analysis
• 7. Permutation Tests.