November 2019
Beginner
394 pages
10h 31m
English
Most trading strategies in modern electronic trading exchanges employ more than a single trading signal, generally using at least a handful of trading signals, all the way up to hundreds of trading signals inside a single trading strategy. These trading signals interact with each other in numerous complex ways and it is often difficult to understand, analyze, and optimize these interactions. Sometimes these trading signals interact with each other through complex machine learning models, which makes it even more difficult to intuitively understand all the different interactions possible.
Similar to how we analyze trading signals over a larger search space using complex principles and methods from linear algebra, ...