Testing and Tuning Market Trading Systems: Algorithms in C++ by Timothy Masters
Testing and Tuning Market Trading Systems: Algorithms in C++

Timothy Masters

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

Timothy Masters

366 pages missing pub info (editions)

challenging informative medium-paced
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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 ...

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