Testing and Tuning Market Trading Systems

Book Name: Testing and Tuning Market Trading Systems
Author: Timothy Masters
Publisher: Apress
ISBN-10: 148424172X
Year: 2018
Pages: 321
Language: English
File size: 3.9 MB
File format: PDF

Testing and Tuning Market Trading Systems Pdf Book Description:

Assemble, test, and song monetary, insurance or alternative market trading strategies utilizing C++calculations and data. Well, this publication discusses and dissects this case study strategy. Apparently good backtest performance is not sufficient to justify trading actual money. You have to execute rigorous statistical evaluations of this machine’s validity. Next, if fundamental tests confirm the grade of your thought, you have to tune your own system, not only for optimal performance, but also for strong behavior in the face of inevitable market fluctuations. Next, you have to measure its anticipated future behaviour, assessing how poor its real life operation may really be, and if you can live with this.

Last, you have to locate its theoretical performance limitations so that you know whether its real trades conform to the theoretical expectation, helping you to ditch the machine if it doesn’t live up to expectations.This novel doesn’t include any sure-fire, guaranteed-riches trading strategies. These are a dime a dozen… However, in case you’ve got a trading platform, this publication will supply you with a pair of resources which can allow you to assess the potential worth of your system, then tweak it to enhance its sustainability, and track its own continuing functionality to detect corrosion until it fails catastrophically. Any severe market trader would be wise to use the methods described within this publication.