Testing and Tuning Market Trading Systems Algorithms in C++ /
"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...
Κύριος συγγραφέας: | |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Berkeley, CA :
Apress : Imprint: Apress,
2018.
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Έκδοση: | 1st ed. 2018. |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- 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.