Permutation and Randomization Tests for Trading System Development: Algorithms in C++
Permutation and Randomization Tests for Trading System Development presents algorithms in C++ for readers exploring statistical testing methods in quantitative trading. Combining concepts from mathematics, finance, and computer programming, it addresses the development and evaluation of trading systems through permutation and randomization techniques.
About This Book
Permutation and Randomization Tests for Trading System Development focuses on methods for evaluating trading systems through permutation and randomization testing.
The book presents algorithms in C++, making it relevant to readers interested in implementing these techniques in software.
Its subject sits at the intersection of quantitative trading, statistical analysis, and programming.
This title may be useful to developers, analysts, and technically minded readers studying systematic approaches to trading system development.
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