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

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. Seem...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Masters, Timothy (Author)
Format: Electronic eBook
Language:Inglés
Published: [New York] : Apress, [2018]
Subjects:
C++ (Computer program language)
Computer algorithms.
Data mining.
Algorithms
Data Mining
C++ (Langage de programmation)
Algorithmes.
Exploration de données (Informatique)
algorithms.
Finance.
Software Engineering.
Algorithms & data structures.
Programming & scripting languages: general.
COMPUTERS > Programming Languages > C++
COMPUTERS > Programming > Algorithms.
Computer algorithms
Data mining
Online Access:Texto completo (Requiere registro previo con correo institucional)
Table of Contents:
  • Introduction
  • Pre-optimization issues
  • Optimization issues
  • Post optimization issues
  • Estimating future performance I : unbiased trade simulation
  • Estimating future performance II : trade analysis
  • Permutation tests.

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