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

by Timothy Masters

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...

• Format: Paperback
• Language: English
• ISBN: 148424172X
• ISBN13: 9781484241721
• Release Date: October 2018
• Publisher: Apress
• Length: 321 Pages
• Weight: 1.55 lbs.
• Dimensions: 0.7" x 7.0" x 10.0"