{"product_id":"permutation-and-randomization-tests-for-trading-system-development-algorithms-in-c-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","brand":"Independently Published","offers":[{"title":"Default Title","offer_id":50525516267794,"sku":"9798607808105","price":25.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0831\/4771\/8930\/files\/img_ad411381-d77b-4d0b-a01f-9fc724e3d46e.jpg?v=1731224682","url":"https:\/\/surprise-castle.myshopify.com\/products\/permutation-and-randomization-tests-for-trading-system-development-algorithms-in-c-9798607808105","provider":"Surprise Castle","version":"1.0","type":"link"}