BIBLIO is the largest independent book marketplace in the world, with over 100 million books.

Skip to content

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

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

Permutation and Randomization Tests for Trading System Development: Algorithms
Stock photo: cover may vary

Permutation and Randomization Tests for Trading System Development: Algorithms in C++ Paperback - 2020

by Masters, Timothy

Add to wish list
  • New
New

Description

NEW.
Ask the seller a question Add to wish list
A$38.48
A$36.48 Delivery to USA
Standard delivery: 4 to 8 days
More delivery options
Dropship order
Ships from BetterBookDeals (United States)

Details

  • Title Permutation and Randomization Tests for Trading System Development: Algorithms in C++
  • Author Masters, Timothy
  • Binding Paperback
  • Condition New
  • Pages 174
  • Volumes 1
  • Language ENG
  • Publisher Independently Published
  • Publication date 2020-02-12
  • Bookseller's Inventory # BIBLIO-JUNE-21-26-48727
  • ISBN 9798607808105
  • Weight 0.71 lbs (0.32 kg)
  • Dimensions 9.69 x 7.44 x 0.37 in (24.61 x 18.90 x 0.94 cm)
  • Category Computers - General Information
  • Quantity available 1

About BetterBookDeals United States

Biblio member since 2024

Our Mission: Books with a Purpose we believe that the love of books can do more than just ignite imaginations—it can change lives. That's why we are committed to making a difference, one book at a time. For every purchase you make, 50% of our profits go directly to helping those in need. Whether it's supporting local shelters, providing essential supplies, or funding education initiatives for underprivileged communities, your purchase contributes to creating a better world. By choosing to buy from us, you are not only expanding your own library but also extending a hand to those who need it most. Every book you add to your collection helps someone in a challenging situation. Together, we can inspire hope, promote kindness, and support meaningful causes. Join us in turning the pages of change.

Terms of Sale: We offer a 30-day return guarantee on all items. If your item arrives misdescribed or damaged, you are eligible for a full refund, including the original shipping costs, within 30 days of delivery. Please note that if the item weighs more than 1lb, we may contact you for additional shipping costs.

Browse books from BetterBookDeals

Reader reviews for Permutation and Randomization Tests for Trading System Development: Algorithms in C++

From the publisher

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?

tracking-