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 ...
Read More
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 stage Evaluating the luckiness-versus-skill of a fully developed system before deploying it Testing the effectiveness and reliability of a trading system factory Removing selection bias when screening a large number of indicators Probability bounds for future mean returns Bounding typical and catastrophic future drawdowns Is 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?
Read Less
Add this copy of Permutation and Randomization Tests for Trading System to cart. $35.29, like new condition, Sold by GreatBookPricesUK5 rated 4.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2020 by Independently Published.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Trade paperback (US). Glued binding. 174 p. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Permutation and Randomization Tests for Trading System to cart. $35.64, new condition, Sold by GreatBookPricesUK5 rated 4.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2020 by Independently Published.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Trade paperback (US). Glued binding. 174 p. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Permutation and Randomization Tests for Trading System to cart. $33.12, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2020 by Independently Published.
Add this copy of Permutation and Randomization Tests for Trading System to cart. $39.47, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2020 by Independently Published.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Trade paperback (US). Glued binding. 174 p. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Permutation and Randomization Tests for Trading System to cart. $39.80, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2020 by Independently Published.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Trade paperback (US). Glued binding. 174 p. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Permutation and Randomization Tests for Trading System to cart. $58.62, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2020 by Independently published.
