Testing and tuning market trading systems: algorithms in C++

This document was uploaded by one of our users. The uploader already confirmed that they had the permission to publish it. If you are author/publisher or own the copyright of this documents, please report to us by using this DMCA report form.

Simply click on the Download Book button.

Yes, Book downloads on Ebookily are 100% Free.

Sometimes the book is free on Amazon As well, so go ahead and hit "Search on Amazon"

Author(s): Masters, Timothy
Edition: 1st edition
Publisher: Apress
Year: 2018

Language: English
Pages: 335

Content: 1. Introduction2. Pre-Optimization Issues3. Optimization Issues4. Post-Optimization Issues5. Estimating Future Performance I: Unbiased Trade Simulation6. Estimating Future Performance II: Trade Analysis7. Permutation Tests