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Permutation and Randomization Tests for Trading System Development: Algorithms in C++ AUTH-10787965 Michael A (Author)

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Description

Michael A (Author)

ISBN10: 1622456556

He is the author of The Path of No Resistance

Tim Atunnise is happily married to Becky

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Permutation and Randomization Tests for Trading System Development: Algorithms in C++ AUTH-10787965 Michael A (Author)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. All algorithms include intuitive justification, basic theory, all relevant equations, and highly commented C++ code for complete programs that run in a Windows Command Console. Reprogramming them in other languages should be easy, given the detailed explanations of each algorithm. The

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