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

Author:   Timothy Masters
Publisher:   APress
Edition:   1st ed.
ISBN:  

9781484241721


Pages:   321
Publication Date:   27 October 2018
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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


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Author:   Timothy Masters
Publisher:   APress
Imprint:   APress
Edition:   1st ed.
Weight:   0.633kg
ISBN:  

9781484241721


ISBN 10:   148424172
Pages:   321
Publication Date:   27 October 2018
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

1. Introduction2. Pre-Optimization Issues3. Optimization Issues4. Post-Optimization Issues5. Estimating Future Performance I: Unbiased Trade Simulation6. Estimating Future Performance II:  Trade Analysis7. Permutation Tests

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Timothy Masters received a PhD in mathematical statistics with a specialization in numerical computing. Since then he has continuously worked as an independent consultant for government and industry. His early research involved automated feature detection in high-altitude photographs while he developed applications for flood and drought prediction, detection of hidden missile silos, and identification of threatening military vehicles. Later he worked with medical researchers in the development of computer algorithms for distinguishing between benign and malignant cells in needle biopsies. For the last twenty years he has focused primarily on methods for evaluating automated financial market trading systems. He has authored five books on practical applications of predictive modeling: Practical Neural Network Recipes in C++ (Academic Press, 1993); Signal and Image Processing with Neural Networks (Wiley, 1994); Advanced Algorithms for Neural Networks (Wiley, 1995); Neural, Novel, and Hybrid Algorithms for Time Series Prediction (Wiley, 1995); Data Mining Algorithms in C++ (Apress, 2018); Assessing and Improving Prediction and Classification (Apress, 2018); Deep Belief Nets in C++ and CUDA C: Volume 1 (Apress, 2018); and Deep Belief Nets in C++ and CUDA C: Volume 2 (Apress, 2018).

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