Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Testing and Tuning Market Trading Systems

Testing and Tuning Market Trading Systems

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9781484241738
Condition
New
Product Description

Build, test, and tune financial, insurance or other market trading systems using C++ algorithms and statistics. Youve 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 Learn See how the 'spaghetti-on-the-wall' approach to trading system development can be done legitimately Detect overfitting early in development Estimate the probability that your system's backtest results could have been due to just good luck Regularize a predictive model so it automatically selects an optimal subset of indicator candidates Rapidly find the global optimum for any type of parameterized trading system Assess the ruggedness of your trading system against market changes Enhance the stationarity and information content of your proprietary indicators Nest one layer of walkforward analysis inside another layer to account for selection bias in complex trading systems Compute a lower bound on your system's mean future performance Bound expected periodic returns to detect on-going system deterioration before it becomes severe Estimate the probability of catastrophic drawdown Who This Book Is For Experienced C++ programmers, developers, and software engineers. Prior experience with rigorous statistical procedures to evaluate and maximize the quality of systems is recommended as well.

Available Colors
Available Sizes
1 Offer Price Range: $44.99 - $44.99
BEST PRICE

Single Product Purchase

$44.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$44.99 $44.99

$44.99
See Site In stock Visit Store

Similar Products

Advances in Electromagnetics of Complex Media and Metamaterials

$219.99

Evidence-Informed Assessment and Practice in Child Welfare

$54.99

Dynamic Systems in Management Science

$109.99

Die Vernderung der Bankenbranche durch die Implementierung von Knstlicher Intelligenz

$79.99

Development of Knowledge-Based Systems for Engineering

$109.99

Messy Bessey's Family Reunion

$3.71

Optimizing Hospital-wide Patient Scheduling

$39.99

Self-Adaptive Software

$39.99

Human-Computer Interaction: Users and Contexts of Use

$54.99

Erfolgreiches Innovationsmanagement

$44.99

Pattern Recognition. ICPR International Workshops and Challenges

$54.99

Religion, Menschenrechte und Menschenrechtspolitik

$49.99

Black American Writers, Bibliographical Essays, vol 2: Richard Wright, Ralph Ellison, James Baldwin

$99.00

Business Trends in the Digital Era

$109.99

Rising Stars

$89.00

Diagnostisches Problemlsen mit Expertensystemen

$69.99

Seismic Ground Response Analysis

$199.99

Aktien-, Zins- und Whrungsderivate

$49.99

Forensic Archaeology

$169.99

U.S. Public Diplomacy Towards China

$129.99

Nietzsche and Modernism

$109.99

Genetics and Biotechnology

$199.99

Learn Business Analytics in Six Steps Using SAS and R

$44.99

Praxishandbuch Big Data

$84.99

The Busiest Man in England

$39.99

Between Empires

$54.99

Alzheimer: 100 Years and Beyond

$329.99

The Directory of Museums & Living Displays

$109.99

Scholastic Text Sets Grade 1: Our Country, Our Leaders

$95.00

Computer Algebra Recipes

$109.99

Open Problems in Mathematical Systems and Control Theory

$84.99

Rechtsfragen der Personalisierten Medizin

$79.99

Putting Responsible Research and Innovation into Practice

$59.99

Technology of the Guitar

$159.99

Physics of Biomaterials: Fluctuations, Selfassembly and Evolution

$169.99

Exciton Polaritons in Microcavities

$199.99

rztlicher Ratgeber fr Auslandsaufenthalte

$54.99

Migration in Deutschland

$84.99

Developmental Milestones Collection 2: Ages 12-18 Months

$198.45

Assessment of Ecological Footprints

$109.99