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• Archive: This book serves two purposes.
• First, it teaches the importance of using sophisticated yet accessible statistical methods to evaluate a trading system before it is put to real-world use.
• In order to accommodate readers having limited mathematical background, these techniques are illustrated with step-by-step examples using actual market data, and all examples are explained in plain language.
• Second, this book shows how the free program TSSB (Trading System Synthesis & Boosting) can be used to develop and test trading systems.
• The machine learning and statistical algorithms available in TSSB go far beyond those available in other off-the-shelf development software.