Testing and Tuning Market Trading Systems Algorithms in C++ /

"The algorithms in this book are essential tools for any serious trading system developer." --David R. Aronson, Hood River Research Inc. Build, test, and tune financial, insurance or other market trading systems using C++ algorithms and statistics. You've had an idea and have done som...

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Bibliographic Details
Main Author: Masters, Timothy (Author)
Format: Electronic eBook
Language:English
Published: Berkeley, CA : Apress, 2018.
Edition:1st ed. 2018.
Subjects:
Programming languages (Electronic computers).
Financial engineering.
Software engineering.
Algorithms.
ISBN:9781484241738
Online Access: Get full text
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Table of Contents:
  • 1. Introduction
  • 2. Pre-Optimization Issues
  • 3. Optimization Issues
  • 4. Post-Optimization Issues
  • 5. Estimating Future Performance I: Unbiased Trade Simulation
  • 6. Estimating Future Performance II: Trade Analysis
  • 7. Permutation Tests.

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