LEADER 05147nam 22006615 450 001 9910300758303321 005 20200701012702.0 010 $a9781484241738 010 $a1484241738 024 7 $a10.1007/978-1-4842-4173-8 035 $a(CKB)4100000007102480 035 $a(MiAaPQ)EBC5627977 035 $a(DE-He213)978-1-4842-4173-8 035 $a(CaSebORM)9781484241738 035 $a(PPN)231465297 035 $a(OCoLC)1077770820 035 $a(OCoLC)on1077770820 035 $a(Perlego)4515918 035 $a(EXLCZ)994100000007102480 100 $a20181026d2018 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aTesting and Tuning Market Trading Systems $eAlgorithms in C++ /$fby Timothy Masters 205 $a1st ed. 2018. 210 1$aBerkeley, CA :$cApress :$cImprint: Apress,$d2018. 215 $a1 online resource (325 pages) 300 $aIncludes index. 311 08$a9781484241721 311 08$a148424172X 327 $a1. Introduction -- 2. Pre-Optimization Issues -- 3. Optimization Issues -- 4. Post-Optimization Issues -- 5. Estimating Future Performance I: Unbiased Trade Simulation -- 6. Estimating Future Performance II: Trade Analysis -- 7. Permutation Tests. 330 $a"The algorithms in this book are essential tools for any serious trading system developer." --David R. Aronson, Hood River Research Inc. Build, test, and tune financial, insurance or other market trading systems using C++ algorithms and statistics. You?ve had an idea and have done some preliminary experiments, and it looks promising. Where do you go from here? Well, this book discusses and dissects this case study approach. Seemingly good backtest performance isn't enough to justify trading real money. You need to perform rigorous statistical tests of the system's validity. Then, if basic tests confirm the quality of your idea, you need to tune your system, not just for best performance, but also for robust behavior in the face of inevitable market changes. Next, you need to quantify its expected future behavior, assessing how bad its real-life performance might actually be, and whether you can live with that. Finally, you need to find its theoretical performance limits so you know if its actual trades conform to this theoretical expectation, enabling you to dump the system if it does not live up to expectations. This book does not contain any sure-fire, guaranteed-riches trading systems. Those are a dime a dozen... But if you have a trading system, this book will provide you with a set of tools that will help you evaluate the potential value of your system, tweak it to improve its profitability, and monitor its on-going performance to detect deterioration before it fails catastrophically. Any serious market trader would do well to employ the methods described in this book. You will: See how the 'spaghetti-on-the-wall' approach to trading system development can be done legitimately Detect overfitting early in development Estimate the probability that your system's backtest results could have been due to just good luck Regularize a predictive model so it automatically selects an optimal subset of indicator candidates Rapidly find the global optimum for any type of parameterized trading system Assess the ruggedness of your trading system against market changes Enhance the stationarity and information content of your proprietary indicators Nest one layer of walkforward analysis inside another layer to account for selection bias in complex trading systems Compute a lower bound on your system's mean future performance Bound expected periodic returns to detect on-going system deterioration before it becomes severe Estimate the probability of catastrophic drawdown. 606 $aProgramming languages (Electronic computers) 606 $aFinancial engineering 606 $aSoftware engineering 606 $aAlgorithms 606 $aProgramming Languages, Compilers, Interpreters$3https://scigraph.springernature.com/ontologies/product-market-codes/I14037 606 $aFinancial Engineering$3https://scigraph.springernature.com/ontologies/product-market-codes/612020 606 $aSoftware Engineering$3https://scigraph.springernature.com/ontologies/product-market-codes/I14029 606 $aAlgorithm Analysis and Problem Complexity$3https://scigraph.springernature.com/ontologies/product-market-codes/I16021 615 0$aProgramming languages (Electronic computers) 615 0$aFinancial engineering. 615 0$aSoftware engineering. 615 0$aAlgorithms. 615 14$aProgramming Languages, Compilers, Interpreters. 615 24$aFinancial Engineering. 615 24$aSoftware Engineering. 615 24$aAlgorithm Analysis and Problem Complexity. 676 $a005.1 700 $aMasters$b Timothy$4aut$4http://id.loc.gov/vocabulary/relators/aut$0105163 801 0$bUMI 801 1$bUMI 906 $aBOOK 912 $a9910300758303321 996 $aTesting and Tuning Market Trading Systems$92497782 997 $aUNINA LEADER 05267nam 2201249z- 450 001 9910557727603321 005 20210501 035 $a(CKB)5400000000046048 035 $a(oapen)https://directory.doabooks.org/handle/20.500.12854/69014 035 $a(oapen)doab69014 035 $a(EXLCZ)995400000000046048 100 $a20202105d2020 |y 0 101 0 $aeng 135 $aurmn|---annan 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 00$aHigher Education Institutions and Sustainable Development$eImplementing a Whole-Institution Approach 210 $aBasel, Switzerland$cMDPI - Multidisciplinary Digital Publishing Institute$d2020 215 $a1 online resource (296 p.) 311 08$a3-03936-988-1 311 08$a3-03936-989-X 330 $aSustainability is an urgent developmental task for our society and is attracting increasing attention. Therefore, higher education institutions (HEIs) are also called upon to deal theoretically, conceptually, methodically, critically, and reflectively with the associated challenges and the processes and conditions of transformation in order to contribute to sustainable development. How can complex organisations such as HEIs succeed in initiating and maintaining the process of sustainable development within their own institutions and make it a permanent responsibility? How can as many protagonists as possible be persuaded to get involved in sustainable development? This book deals with the promotion of sustainable university development and provides an overview of how universities can be organised sustainably and how sustainable development can be implemented in their various functional areas. In the sense of a "whole-institution approach", which encompasses entire HEIs, the focus is not only on the core areas of teaching (higher education for sustainable development) and research (sustainability in research) but, also, on the operational management of HEIs. In addition, this book focuses on sustainability governance and transfer for sustainable development at HEIs as cross-disciplinary issues. 517 $aHigher Education Institutions and Sustainable Development 606 $aEducation$2bicssc 606 $aHistory$2bicssc 610 $aalliances 610 $aathletic departments 610 $acase study 610 $acatalytic science 610 $acompetencies 610 $aconstant comparative analysis 610 $across-sector collaboration 610 $adiscourse analysis 610 $aeducation for sustainable development 610 $aenvironment 610 $aenvironmental management performance 610 $aethics of knowledge 610 $aGerman-speaking countries 610 $aGermany 610 $aGlobal South 610 $agovernance equalizer 610 $agrammar of responsibility 610 $ahigher education 610 $ahigher education development 610 $ahigher education for sustainable development (HESD) 610 $ahigher education institutions 610 $ahigher education institutions (HEIs) 610 $aimplementation 610 $aintellectual capital 610 $ainter-organizational networks 610 $ainterpretative structural modelling (ISM) 610 $aknowledge 610 $aloose coupling 610 $amulti-professional collaboration 610 $anarrative analysis 610 $aorganisational factors 610 $aorganization 610 $aorganizational change 610 $aorganizational culture 610 $aorganizational networks 610 $aperformance 610 $apolitics 610 $apractitioner-university partnership 610 $aprofession 610 $apublic 610 $aquality of life 610 $aSD 610 $asensemaking 610 $ashared governance 610 $asocietal impact 610 $asocietal transformation 610 $asurvey 610 $asustainability 610 $asustainability assessment 610 $asustainability assessment tool 610 $asustainability governance 610 $asustainability in science 610 $asustainability transitions 610 $asustainable development 610 $aSustainable Development Goals 610 $asustainable university development 610 $asystemic development 610 $asystemic transformation 610 $asystems theory 610 $atransdisciplinary research 610 $atransfer 610 $atransformative science 610 $aUnited States 610 $auniversities 610 $auniversities as echo chambers of society 610 $auniversities' transformation 610 $auniversity 610 $avalues 610 $awhole institution approach 610 $awhole-institution approach 610 $aworldviews 615 7$aEducation 615 7$aHistory 700 $aRieckmann$b Marco$4edt$01324446 702 $aBormann$b Inka$4edt 702 $aRieckmann$b Marco$4oth 702 $aBormann$b Inka$4oth 906 $aBOOK 912 $a9910557727603321 996 $aHigher Education Institutions and Sustainable Development$93036173 997 $aUNINA