{"product_id":"permutation-and-randomization-tests-for-trading-system-development-algorithms-in-c-paperback","title":"Permutation and Randomization Tests for Trading System Development: Algorithms in C++ - Paperback","description":"\u003cp\u003eby \u003cb\u003eTimothy Masters\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis 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.\u003c\/p\u003e\u003cp\u003eAll algorithms include intuitive justification, basic theory, all relevant equations, and highly commented C++ code for complete programs that run in a Windows Command Console.\u003c\/p\u003e\u003cp\u003eReprogramming them in other languages should be easy, given the detailed explanations of each algorithm.\u003c\/p\u003e\u003cp\u003eThe following topics are covered: \u003c\/p\u003e\u003cp\u003eTesting for overfitting at the earliest possible stage\u003c\/p\u003e\u003cp\u003eEvaluating the luckiness-versus-skill of a fully developed system before deploying it\u003c\/p\u003e\u003cp\u003eTesting the effectiveness and reliability of a trading system factory\u003c\/p\u003e\u003cp\u003eRemoving selection bias when screening a large number of indicators\u003c\/p\u003e\u003cp\u003eProbability bounds for future mean returns\u003c\/p\u003e\u003cp\u003eBounding typical and catastrophic future drawdowns\u003c\/p\u003e\u003cp\u003eIs the best indicator or model in a competition truly the best, or just the luckiest?\u003c\/p\u003e\u003cp\u003eWhich markets provide truly superior profits for your trading system?\u003c\/p\u003e\u003cp\u003eWhat holding time for your system provides the best risk\/return performance?\u003c\/p\u003e\u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 174\u003c\/div\u003e\u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 0.37 x 9.69 x 7.44 IN\u003c\/div\u003e\u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e February 12, 2020\u003c\/div\u003e","brand":"Books by splitShops","offers":[{"title":"Default Title","offer_id":42728776564799,"sku":"9798607808105","price":48.52,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0105\/8226\/1823\/files\/2e75e0282916c8887b732ba0455bf2c4.webp?v=1765119759","url":"https:\/\/dhlswag.com\/products\/permutation-and-randomization-tests-for-trading-system-development-algorithms-in-c-paperback","provider":"BBB","version":"1.0","type":"link"}