| 書(shū)目名稱(chēng) | Testing and Tuning Market Trading Systems | | 副標(biāo)題 | Algorithms in C++ | | 編輯 | Timothy Masters | | 視頻video | http://file.papertrans.cn/904/903414/903414.mp4 | | 概述 | The first book on trading systems building, testing and tuning using C++ algorithms.Includes examples that reinforce the theory that financial engineers and traders can take away with them.Written by | | 圖書(shū)封面 |  | | 描述 | .Build, test, and tune financial, insurance or other market trading systems using C++ algorithms and statistics. You’ve had an idea and have done some preliminary experiments, and it looks promising. Where do you go from here?? Well, this book discusses and dissects this case study approach.??.Seemingly good backtest performance isn‘t enough to justify trading real money. You need to perform rigorous statistical tests of the system‘s validity. Then, if basic tests confirm the quality of your idea, you need to tune your system, not just for best performance, but also for robust behavior in the face of inevitable market changes. Next, you need to quantify its expected future behavior, assessing how bad its real-life performance might actually be, and whether you can live with that. Finally, you need to find its theoretical performance limits so you know if its actual trades conform to this theoretical expectation, enabling you to dump the system if it does not liveup to expectations..This book does not contain any sure-fire, guaranteed-riches trading systems. Those are a dime a dozen... But if you have a trading system, this book will provide you with a set of tools that will help yo | | 出版日期 | Book 2018 | | 關(guān)鍵詞 | Trade; trading; platform; C++; algorithms; programming; fintech; financial; engineering; code; software; algori | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4842-4173-8 | | isbn_softcover | 978-1-4842-4172-1 | | isbn_ebook | 978-1-4842-4173-8 | | copyright | Timothy Masters 2018 |
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