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Testing and Tuning Market Trading Systems: Algorithms in C++ by Timothy Masters

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© Timothy Masters 2018
Timothy MastersTesting and Tuning Market Trading Systemshttps://doi.org/10.1007/978-1-4842-4173-8_1

1. Introduction

Timothy Masters1 
(1)
Ithaca, NY, USA
 

Before we delve into the meat (or tofu, if you prefer) of this book, we should be clear on what you will and will not find here, as well as what degree of preparation is expected of readers.

The Target Audience, and Overview of Contents

This book is intended for readers who have a modest statistics background (Statistics 101 is plenty), have some programming skill in any language (C++ with a strong bent toward traditional C is used in the examples here), and are interested in trading financial markets with a degree of mathematical rigor far beyond that of most traders. Here you ...

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