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[程序化交易] Statistically Sound Machine Learning for Algorithmic Trading of Financial Instru [推广有奖]

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Financial Engineering

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nelsoncwlee 发表于 2015-6-30 20:27:26 |显示全部楼层 |坛友微信交流群
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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, and all examples are explained in plain language. Second, this book shows how the free program TSSB (Trading System Synthesis & Boosting) can be used to develop and test trading systems. The machine learning and statistical algorithms available in TSSB go far beyond those available in other off-the-shelf development software. Intelligent use of these state-of-the-art techniques greatly improves the likelihood of obtaining a trading system whose impressive backtest results continue when the system is put to use in a trading account. Among other things, this book will teach the reader how to: Estimate future performance with rigorous algorithms Evaluate the influence of good luck in backtests Detect overfitting before deploying your system Estimate performance bias due to model fitting and selection of seemingly superior systems Use state-of-the-art ensembles of models to form consensus trade decisions Build optimal portfolios of trading systems and rigorously test their expected performance Search thousands of markets to find subsets that are especially predictable Create trading systems that specialize in specific market regimes such as trending/flat or high/low volatility More information on the TSSB program can be found at TSSB software dot com.


Editorial ReviewsAbout the AuthorDavid Aronson is a pioneer in machine learning and nonlinear trading system development and signal boosting/filtering. He has worked in this field since 1979 and has been a Chartered Market Technician certified by The Market Technicians Association since 1992. He was an adjunct professor of finance, and regularly taught to MBA and financial engineering students a graduate-level course in technical analysis, data mining and predictive analytics. His ground-breaking book “Evidence-Based Technical Analysis” was published by John Wiley & Sons 2006. --------- Timothy Masters received a PhD in mathematical statistics with a specialization in numerical computing. Since then he has continuously worked as an independent consultant for government and industry. His current focus is methods for evaluating financial market trading systems. He has authored five books on prediction, classification, and practical applications of neural networks: Practical Neural Network Recipes in C++ (Academic Press, 1993) Signal and Image Processing with Neural Networks (Wiley, 1994) Advanced Algorithms for Neural Networks (Wiley, 1995) Neural, Novel, and Hybrid Algorithms for Time Series Prediction (Wiley, 1995) Assessing and Improving Prediction and Classification (CreateSpace, 2013) More information can be found on his website: TimothyMasters.info
Product Details
  • Paperback: 520 pages
  • Publisher: CreateSpace Independent Publishing Platform (June 1, 2013)
  • Language: English
  • ISBN-10: 148950771X
  • ISBN-13: 978-1489507716


Statistically Sound Machine Learning for Algorithmic Trading of Financial Instru.pdf (50.96 MB, 需要: 25 个论坛币)





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关键词:Algorithmic Statistical statistica Algorithm financial accessible background techniques explained examples

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本帖被以下文库推荐

duyang76 发表于 2015-7-2 06:09:48 |显示全部楼层 |坛友微信交流群
It is a really good book. thanks for sharing

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vtmc 发表于 2015-7-2 08:19:44 |显示全部楼层 |坛友微信交流群
亚马逊评价超高。感谢lz的分享!!

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chuanese 发表于 2015-10-2 11:24:03 |显示全部楼层 |坛友微信交流群
terrific. this is wonderful.

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vtmc 发表于 2015-10-5 10:01:49 |显示全部楼层 |坛友微信交流群
感谢lz分享 :)

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sakurou 发表于 2015-10-8 17:27:15 |显示全部楼层 |坛友微信交流群
谢谢楼主分享!

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MemMao 发表于 2015-10-17 23:13:43 |显示全部楼层 |坛友微信交流群
感谢楼主分享,简直太棒了

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wdp1269090 发表于 2015-11-22 17:44:52 |显示全部楼层 |坛友微信交流群
好东西

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cosharewi 发表于 2015-12-4 16:00:48 |显示全部楼层 |坛友微信交流群
Excellent!!! Thanks so much for sharing

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mistress 发表于 2015-12-8 16:43:01 |显示全部楼层 |坛友微信交流群
Great Job! Thanks Lou Zhu..

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