{"product_id":"permutation-and-randomization-tests-for-trading-system-development","title":"Permutation And Randomization Tests For Trading System Development","description":"This 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.\u003cbr\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.\u003cbr\u003eReprogramming them in other languages should be easy, given the detailed explanations of each algorithm.\u003cbr\u003eThe following topics are covered:\u003cbr\u003eTesting for overfitting at the earliest possible stage\u003cbr\u003eEvaluating the luckiness-versus-skill of a fully developed system before deploying it\u003cbr\u003eTesting the effectiveness and reliability of a trading system factory\u003cbr\u003eRemoving selection bias when screening a large number of indicators\u003cbr\u003eProbability bounds for future mean returns\u003cbr\u003eBounding typical and catastrophic future drawdowns\u003cbr\u003eIs the best indicator or model in a competition truly the best, or just the luckiest?\u003cbr\u003eWhich markets provide truly superior profits for your trading system?\u003cbr\u003eWhat holding time for your system provides the best risk\/return performance?\u003cbr\u003e\u003cul\u003e\n\u003cbr\u003e\u003cli\u003eLibro de impresión bajo demanda\u003c\/li\u003e\n\u003cbr\u003e\u003cli\u003eTiempo promedio de entrega: 21 días\u003c\/li\u003e\n\u003cbr\u003e\u003cli\u003eNuevo y sellado\u003c\/li\u003e\n\u003cbr\u003e\n\u003c\/ul\u003e","brand":"Independently Published","offers":[{"title":"Default Title","offer_id":41124193697835,"sku":"9798607808105","price":1997.0,"currency_code":"MXN","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/2321\/9467\/files\/421bfd9b-b583-4a76-bc70-65ba8c531cb4.jpg?v=1774042723","url":"https:\/\/cadabrabooks.com\/es-us\/products\/permutation-and-randomization-tests-for-trading-system-development","provider":"Cadabra \u0026 Books","version":"1.0","type":"link"}