{"product_id":"permutation-and-randomization-tests-for-trading-system-development-algorithms-in-c-9798607808105","title":"Permutation and Randomization Tests for Trading System Development: Algorithms in C++","description":"\u003cp\u003e • Author(s): Timothy Masters\u003cbr\u003e • Publisher: MixIG\u003cbr\u003e • Publisher Imprint: MixIG\u003cbr\u003e • Subject: Computer Science and Information Technology\u003cbr\u003e • BISAC: Data Science - General\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis 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.\u003c\/p\u003e\u003cp\u003eAll algorithms include intuitive justification, basic theory, all relevant equations, and highly commented C++ code for complete programs that run in a Windows Command Console.\u003c\/p\u003e\u003cp\u003eReprogramming them in other languages should be easy, given the detailed explanations of each algorithm.\u003c\/p\u003e\u003cp\u003eThe following topics are covered: \u003c\/p\u003e\u003cp\u003eTesting for overfitting at the earliest possible stage\u003c\/p\u003e\u003cp\u003eEvaluating the luckiness-versus-skill of a fully developed system before deploying it\u003c\/p\u003e\u003cp\u003eTesting the effectiveness and reliability of a trading system factory\u003c\/p\u003e\u003cp\u003eRemoving selection bias when screening a large number of indicators\u003c\/p\u003e\u003cp\u003eProbability bounds for future mean returns\u003c\/p\u003e\u003cp\u003eBounding typical and catastrophic future drawdowns\u003c\/p\u003e\u003cp\u003eIs the best indicator or model in a competition truly the best, or just the luckiest?\u003c\/p\u003e\u003cp\u003eWhich markets provide truly superior profits for your trading system?\u003c\/p\u003e\u003cp\u003eWhat holding time for your system provides the best risk\/return performance?\u003c\/p\u003e","brand":"Independently Published","offers":[{"title":"Paperback","offer_id":45559535337623,"sku":"9798607808105","price":2603.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9798607808105.webp?v=1767921884","url":"https:\/\/atlanticbooks.com\/products\/permutation-and-randomization-tests-for-trading-system-development-algorithms-in-c-9798607808105","provider":"Atlantic Books","version":"1.0","type":"link"}