{"product_id":"permutation-and-randomization-tests-for-timothy-masters-9798607808105","title":"Permutation and Randomization Tests for Trading System Development: Algorithms in C++","description":"\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\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Timothy Masters\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 8607808109\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9798607808105\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Independently Published\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 02\/12\/2020\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 174\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.71lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.69h x 7.44w x 0.37d","brand":"Timothy Masters","offers":[{"title":"Paperback","offer_id":43989197816063,"sku":"9798607808105","price":29.95,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_48485fd6-46e5-43ef-9318-5320a7f6be9a.jpg?v=1683298132","url":"https:\/\/www.whiterainbookhouse.com\/products\/permutation-and-randomization-tests-for-timothy-masters-9798607808105","provider":"WR Book House","version":"1.0","type":"link"}