Testing and Tuning Market Trading Systems: Algorithms in C++
genuine image
Testing and Tuning Market Trading Systems: Algorithms in C++
This book will provide you with a set of tools that will help you evaluate the potential value of your system, tweak it to improve its profitability, and monitor its on-going performance to detect deterioration before it fails catastrophically.
Testing and Tuning Market Trading Systems: Algorithms in C++
товар №: 81439564

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

товар №: 81439564

TJS 682

TJS 939

Price Details

Excluding Shipping & Custom charges ( Shipping and custom charges will be calculated on checkout )

*All items will import from США

27%

В наличии
США Импортировано из магазина USA

QTY:

На складе осталось всего 4 тов.
Закажите сейчас и получите товар приблизительно Monday, Июнь 29
Secured transactionsecured transaction

Ubuy works hard to protect your security and privacy. Our advanced payment security system ensures confidentiality by encrypting your information during transmission using AES (Advanced Encryption Standards) and SSL (Secure Socket Layer) protocols. Your payment details are 100% secure as we do not share your payment details with third party sellers.

Our Top Logistics Partners
  • fedex
  • dhl
This book will provide you with a set of tools that will help you evaluate the potential value of your system, tweak it to improve its profitability, and monitor its on-going performance to detect deterioration before it fails catastrophically.
Показать больше
Гарантия U-Care:
Нет
Выберите план
fast shipping

Fast
Shipping

free return

Free
Return*

secure packaging

Secure Packaging

100% original products

100% Original Products

pci-dss

PCI DSS Compliance

iso certified

ISO 27001 Certified

paypal payment
visa payment
mastercard payment
Note: Step Down Voltage Transformer required for using electronics products of США store (110-120). Recommended power converters Купите сейчас.

What Stands Out

Algorithmic Insights
This book delivers in-depth insights into algorithmic trading systems, enabling users to optimize and test their strategies effectively. Ideal for both novice and seasoned traders seeking to enhance their market performance.
C++ Focus
Utilizing C++, the book provides a robust foundation for implementing efficient trading algorithms. This programming focus equips readers with essential skills, setting them apart in an increasingly competitive trading landscape.
Practical Applications
With real-world examples and practical applications, this guide helps readers bridge the gap between theory and practice, ensuring they can apply learned concepts to actual market scenarios for better results.

Информация о продукте

Shop Testing and Tuning Market Trading Systems: Algorithms in C++ online at a best price in Tajikistan. 148424172X
  • Build, test, and tune financial, insurance or other market trading systems using C++ algorithms and statistics. You’ve had an idea and have done some preliminary experiments, and it looks promising. Where do you go from here? Well, this book discusses and dissects this case study approach. 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 for best performance, but also for robust behavior in the face of inevitable market changes. Next, you need to quantify its expected future behavior, assessing how bad its real-life performance might actually be, and whether you can live with that. Finally, you need to find its theoretical performance limits so you know if its actual trades conform to this theoretical expectation, enabling you to dump the system if it does not liveup to expectations.This book does not contain any sure-fire, guaranteed-riches trading systems. Those are a dime a dozen... But if you have a trading system, this book will provide you with a set of tools that will help you evaluate the potential value of your system, tweak it to improve its profitability, and monitor its on-going performance to detect deterioration before it fails catastrophically. Any serious market trader would do well to employ the methods described in this book.What You Will LearnSee how the 'spaghetti-on-the-wall' approach to trading system development can be done legitimatelyDetect overfitting early in developmentEstimate the probability that your system's backtest results could have been due to just good luckRegularize a predictive model so it automatically selects an optimal subset of indicator candidatesRapidly find the global optimum for any type of parameterized trading systemAssess the ruggedness of your trading system against market changesEnhance the stationarity and information content of your proprietary indicatorsNest one layer of walkforward analysis inside another layer to account for selection bias in complex trading systemsCompute a lower bound on your system's mean future performanceBound expected periodic returns to detect on-going system deterioration before it becomes severeEstimate the probability of catastrophic drawdownWho This Book Is ForExperienced C++ programmers, developers, and software engineers. Prior experience with rigorous statistical procedures to evaluate and maximize the quality of systems is recommended as well.
Publisher Apress
Publication date October 27, 2018
Edition First Edition
Language English
Print length 330 pages
ISBN-10 148424172X
ISBN-13 978-1484241721
Item Weight 1.34 pounds (610 grams)
Dimensions 7.01 x 0.75 x 10 inches (17.8 x 1.9 x 25.4 cm)

Who Should Buy?

Suitable For
  • C++ Developers

    Ideal for developers looking to enhance their skills in algorithmic trading systems using C++ programming.

  • Quantitative Analysts

    Perfect for analysts focused on quantitative finance wanting to design and evaluate trading algorithms effectively.

  • Trading Enthusiasts

    Great for traders interested in developing their strategies and understanding market systems through hands-on coding.

Not Suitable For
  • Beginner Programmers

    Not suitable for those with little to no experience in programming, as it requires a foundational knowledge of C++.

  • Non-Technical Traders

    May not appeal to traders who prefer high-level trading strategies without delving into technical code or algorithms.

  • Casual Learners

    Not recommended for individuals seeking a light introduction, as this book demands a serious commitment to learning.

ОПИСАНИЕ ТОВАРА

Есть вопрос? Пообщайтесь с нами в чате

Вопросы и ответы клиентов

  • вопрос: What is 'Testing and Tuning Market Trading Systems: Algorithms in C First Edition' about?

    отвечать: This edition focuses on the development and optimization of trading algorithms using the C programming language. It provides insights into the design, simulation, and testing of trading systems, equipping readers with the tools to build efficient and effective market strategies. The book covers a range of topics such as backtesting techniques and risk management, aiming to foster a deeper understanding of trading mechanisms and how to apply algorithmic trading strategies effectively.
  • вопрос: Who is the target audience for this book?

    отвечать: The book primarily targets traders, financial analysts, and programmers who want to delve into algorithmic trading. However, it is also suitable for undergraduate and graduate students in finance or computer science who are looking to understand how to implement trading algorithms in C. The practical approach makes it useful for those at various levels of expertise, from beginners to seasoned professionals seeking to refine their systems.
  • вопрос: What programming knowledge do I need to understand this book?

    отвечать: A basic understanding of the C programming language is essential to navigate through the book effectively. Familiarity with fundamental programming concepts such as variables, control structures, and functions will facilitate comprehension. Additionally, having a foundational grasp of financial markets will help in understanding the context and applications of the trading algorithms presented. This combination enables readers to apply theoretical knowledge in practical scenarios.
  • вопрос: What are the key features of this edition?

    отвечать: Key features of 'Testing and Tuning Market Trading Systems: Algorithms in C First Edition' include comprehensive coverage of algorithm testing, performance evaluation, and risk management techniques. It also presents practical examples and coding exercises that help solidify the learning experience. The inclusion of real-world scenarios allows readers to see how the algorithms can be applied to actual trading conditions, which is crucial for developing robust trading strategies.
  • вопрос: Can this book help beginners in algorithmic trading?

    отвечать: Yes, the book is structured to gradually build knowledge, making it accessible to beginners in algorithmic trading. With clear explanations and step-by-step guidance, it allows novices to grasp complex concepts over time. By working through the examples, beginners can develop their own simple trading systems and learn how to enhance and debug them, providing a solid foundation for further exploration into the world of algorithmic trading.
  • вопрос: What types of trading systems are discussed in the book?

    отвечать: The book covers a variety of trading systems, including trend-following systems, mean-reversion strategies, and arbitrage modeling. Each system's characteristics and methodologies are explained, along with coding exercises that illustrate how to implement these strategies in C. This diversity enables traders to understand different approaches and choose the one that aligns best with their trading style and market conditions.
  • вопрос: How does this book address the testing of trading systems?

    отвечать: The book emphasizes the importance of rigorous backtesting to evaluate trading systems’ performance. It discusses various techniques for simulating historical market data and measuring metrics such as profit factor, drawdown, and volatility. This systematic approach helps traders validate their strategies before deploying them in live markets, minimizing risk and increasing the likelihood of success in real-world trading environments.
  • вопрос: Are there practical coding exercises in this book?

    отвечать: Absolutely! Each chapter includes practical coding exercises that reinforce the concepts discussed. These exercises allow readers to implement what they’ve learned in real-time, facilitating hands-on experience in developing trading algorithms in C. This practical focus on coding helps bridge the gap between theory and application, enabling users to gain confidence in their programming and trading skills.
  • вопрос: Can I learn about risk management from this book?

    отвечать: Yes, risk management is a critical component discussed comprehensively in this book. Readers will learn various risk assessment techniques, position sizing strategies, and drawdown management essential for protecting investments. By understanding how to manage risk effectively, traders can enhance their chances of long-term success in the volatile trading landscape, making this knowledge invaluable for both novice and experienced traders.
  • вопрос: Where can I buy 'Testing and Tuning Market Trading Systems: Algorithms in C First Edition' in Tajikistan?

    отвечать: You can buy 'Testing and Tuning Market Trading Systems: Algorithms in C First Edition' on Ubuy, a reliable online retailer that offers shipping in Tajikistan. Ubuy often provides a variety of purchasing options, ensuring you receive your copy conveniently and efficiently. Check their website for availability and delivery details to get started with your trading journey.

Software Development Editorial Review

Редакционных отзывов не найдено

Customer Reviews & Ratings

4.1
12 оценки клиентов
  • 5 звезда
    59%
  • 4 звезда
    13%
  • 3 звезда
    20%
  • 2 звезда
    0%
  • 1 звезда
    8%

Оцените этот товар

Поделитесь своими впечатлениями

Плюсы

  • In-depth algorithms
  • Practical examples
  • Clear explanations
  • Strong analytical focus
  • Comprehensive coverage

Минусы

  • Occasional jargon

Product Price History

Важная информация

  • Ограничения: обратите внимание, что для товаров, поставляемых за границу, гарантия производителя может быть недействительной; обслуживание от производителя может быть недоступно; руководства по эксплуатации, а также инструкции и предупреждения о безопасности могут быть не на языках страны назначения; товары (и сопутствующие материалы) могут не быть разработаны в соответствии со стандартами, спецификациями и требованиями к маркировке страны назначения; товары также могут не соответствовать напряжению в стране назначения и другим электрическим стандартам (при необходимости требуется использование адаптера или преобразователя). Получатель несет ответственность за обеспечение законного ввоза товара в страну назначения. При заказе через Ubuy или его аффилированных лиц получатель является зарегистрированным импортером и должен соблюдать все законы и правила страны назначения.
  • Не все товары на Ubuy выставлены на продажу, поскольку Ubuy — это глобальная поисковая система. На товары распространяются законы в области экспорта и торговли.

TJS 682

TJS 939

Закажите сейчас и получите товар приблизительно Monday, Июнь 29

QTY:

На складе осталось всего 4 тов.
Secured transactionsecured transaction

Ubuy works hard to protect your security and privacy. Our advanced payment security system ensures confidentiality by encrypting your information during transmission using AES (Advanced Encryption Standards) and SSL (Secure Socket Layer) protocols. Your payment details are 100% secure as we do not share your payment details with third party sellers.

Our Top Logistics Partners
  • fedex
  • dhl
Fastest cross-border delivery

Особенности и преимущества

  • Tools to evaluate, tweak, and monitor trading systems
  • Methods to detect overfitting and estimate backtest results
  • Techniques to enhance stationarity and assess performance limits
  • Recommended for experienced C++ programmers and statistical procedures users