Permutation and Randomization Tests for Trading System Development: Algorithms in C++ - Timothy Masters

Descriere YEO:

Permutation and Randomization Tests for - Disponibil la libris.ro

Pe YEO găsești Permutation and Randomization Tests for de la Timothy Masters, în categoria Computers.

Indiferent de nevoile tale, Permutation and Randomization Tests for Trading System Development: Algorithms in C++ - Timothy Masters din categoria Computers îți poate aduce un echilibru perfect între calitate și preț, cu avantaje practice și moderne.

Preț: 208.9 Lei

Caracteristicile produsului Permutation and Randomization Tests for

• Brand: Timothy Masters
• Categoria: Computers
• Magazin: libris.ro
• Ultima actualizare: 28-10-2025 01:22:05

Comandă Permutation and Randomization Tests for Online, Simplu și Rapid

Prin intermediul platformei YEO, poți comanda Permutation and Randomization Tests for de la libris.ro rapid și în siguranță. Bucură-te de o experiență de cumpărături online optimizată și descoperă cele mai bune oferte actualizate constant.

Descriere magazin:
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?