{ "item_title" : "Permutation and Randomization Tests for Trading System Development", "item_author" : [" Timothy Masters "], "item_description" : "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 following topics are covered: Testing for overfitting at the earliest possible stageEvaluating the luckiness-versus-skill of a fully developed system before deploying itTesting the effectiveness and reliability of a trading system factoryRemoving selection bias when screening a large number of indicatorsProbability bounds for future mean returnsBounding typical and catastrophic future drawdownsIs the best indicator or model in a competition truly the best, or just the luckiest?Which markets provide truly superior profits for your trading system?What holding time for your system provides the best risk/return performance?", "item_img_path" : "https://covers2.booksamillion.com/covers/bam/9/79/860/780/9798607808105_b.jpg", "price_data" : { "retail_price" : "29.95", "online_price" : "29.95", "our_price" : "29.95", "club_price" : "29.95", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }

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