Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments: Developing Predictive-Model-Based Trading Systems Using TSSB

This book is a game-changer for anyone looking to develop and test trading systems using cutting-edge statistical methods and machine learning algorithms.

With step-by-step examples and plain language explanations, you'll learn how to estimate future performance with rigorous algorithms, evaluate the influence of good luck in backtests, detect overfitting before deploying your system, and much more.

Plus, you'll discover how to build optimal portfolios of trading systems and test their expected performance, search thousands of markets for predictability, and create systems that specialize in specific market regimes.

Don't miss out on this comprehensive guide to developing and testing trading systems like a pro!