Backtesting and Strategy Optimization Without Overfitting. Practical Methodology to Test Trading Systems Before Risking Real Capital
FINANCES 360
Miguel Muñoz · Via AI voorgelezen door Martin (van Google)
headphones
Audioboek
6 uur 7 min
Niet ingekort
family_home
Geschikt
info
text_to_speech
Door AI voorgelezen
Wil je een kosteloos voorbeeld van 30 min? Luister op elk gewenst moment, zelfs offline.
Toevoegen
Over dit audioboek
Most trading strategies that work brilliantly in backtesting fail in real markets. The gap between a promising historical curve and sustainable live performance is not a mystery — it is the predictable result of survivorship bias, look-ahead errors, excessive optimization, and unrealistic cost assumptions. This book gives you the complete methodology to close that gap. From walk-forward analysis and Monte Carlo simulation to the Deflated Sharpe Ratio and multi-market validation, every technique in this guide is designed to ensure that what you see in the backtest reflects what you can realistically expect in live trading. With detailed worked examples, Python frameworks, and ten real case studies of strategies that failed scrutiny before capital was ever risked, this is the most rigorous and practical guide to systematic strategy testing available to individual traders. By FINANCES 360.
Most trading strategies that work brilliantly in backtesting fail in real markets. The gap between a promising historical curve and sustainable live performance is not a mystery — it is the predictable result of survivorship bias, look-ahead errors, excessive optimization, and unrealistic cost as...
Meer ontdekken
Dit audioboek beoordelen
Geef ons je mening.
Informatie over luisteren
Smartphones en tablets
Installeer de Google Play Boeken-app voor Android en iPad/iPhone. De app wordt automatisch gesynchroniseerd met je account en met de app kun je online of offline lezen, waar je ook bent.
Laptops en computers
Je kunt boeken die je op Google Play hebt aangeschaft, lezen via de webbrowser van je computer.
