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Permutation Randomization Tests Trading by Masters Timothy (11 results)
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Condition: As New. Unread book in perfect condition.
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Paperback. Condition: New.
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Permutation and Randomization Tests for Trading System Development
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: New.
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Permutation and Randomization Tests for Trading System Development: Algorithms in C++
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New.
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Permutation and Randomization Tests for Trading System Development: Algorithms in C++
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition.
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Paperback. Condition: New.
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Paperback. Condition: New.
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Condition: New. Print on Demand.
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Paperback. Condition: new. Paperback. 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 stageEvaluating the luckiness-versus-skill of a fully developed system before deploying itTesting the effectiveness and reliability of a trading system factoryRemoving selection bias when screening a large number of indicatorsProbability bounds for future mean returnsBounding typical and catastrophic future drawdownsIs 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? This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Paperback. Condition: new. Paperback. 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 stageEvaluating the luckiness-versus-skill of a fully developed system before deploying itTesting the effectiveness and reliability of a trading system factoryRemoving selection bias when screening a large number of indicatorsProbability bounds for future mean returnsBounding typical and catastrophic future drawdownsIs 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? This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
