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Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments: Developing Predictive-Model-Based Trading Systems Using TSSB
Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments Developing PredictiveModelBased Trading Systems Using TSSB
Author: David Aronson, Timothy Masters
This book serves two purposes. 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. In order to accommodate readers having limited mathematical background, these techniques are illustrated with step-by-step examples using actual market data, ...  more »
ISBN-13: 9781489507716
ISBN-10: 148950771X
Publication Date: 6/1/2013
Pages: 520
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Publisher: CreateSpace Independent Publishing Platform
Book Type: Paperback
Members Wishing: 0
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