This book is Archive: serves two purposes..
Archive: This book serves two purposes.
it is First, teaches the importance of using sophisticated yet accessible statistical methods to evaluate a trading system before it is put to real-world use..
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.
readers is In order to accommodate 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..
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.
this book is Second, shows how the free program TSSB (Trading System Synthesis & Boosting) can be used to develop and test trading systems..
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 is and statistical algorithms available in TSSB go far beyond those available in other off-the-shelf development software..
The machine learning and statistical algorithms available in TSSB go far beyond those available in other off-the-shelf development software.
these state-of-the-art techniques is Intelligent use of greatly improves the likelihood of obtaining a trading system whose impressive backtest results continue when the system is put to use in a trading account..
Intelligent use of these state-of-the-art techniques greatly improves the likelihood of obtaining a trading system whose impressive backtest results continue when the system is put to use in a trading account.
other things, is Among this book will teach the reader how to: Estimate future performance with rigorous algorithms..
Among other things, this book will teach the reader how to: Estimate future performance with rigorous algorithms.
the influence is Evaluate of good luck in backtests..
Evaluate the influence of good luck in backtests.
your system. is Detect overfitting before deploying.
Detect overfitting before deploying your system.
performance bias due is Estimate to model fitting and selection of seemingly superior systems..
Estimate performance bias due to model fitting and selection of seemingly superior systems.
state-of-the-art ensembles of models is Use to form consensus trade decisions..
Use state-of-the-art ensembles of models to form consensus trade decisions.
optimal portfolios of trading systems is Build and rigorously test their expected performance..
Build optimal portfolios of trading systems and rigorously test their expected performance.
markets is Search thousands of to find subsets that are especially predictable..
Search thousands of markets to find subsets that are especially predictable.
systems is Create trading that specialize in specific market regimes such as trending/flat or high/low volatility..
Create trading systems that specialize in specific market regimes such as trending/flat or high/low volatility.
More information is on the TSSB program can be found at TSSBsoftware dot com..
More information on the TSSB program can be found at TSSBsoftware dot com.