9798896652250 - designing backtest engines: foundations of reproducible quant simulation di trex, thomas v. (6 risultati)
- Brossura
Da: California Books, Miami, FL, U.S.A.California Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 38,84
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
- Brossura
Da: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 43,14
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
- Brossura
Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 37,80
EUR 5,87 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
- Brossura
- Print on Demand
Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 44,53
EUR 43,24 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Paperback. Condizione: new. Paperback. "Designing Backtest Engines: Foundations of Reproducible Quant Simulation"In modern systematic trading, ideas are plentiful but credible evidence is rare. Designing Backtest Engines: Foundations of Reproducible Quant Simulation is written for quantitative researchers, trading technologists,… and data scientists who need more than a quick PnL chart-they need simulation results that can withstand internal review, model risk committees, and regulator scrutiny. This book shows how to turn fragile research scripts into robust, auditable infrastructure that produces the same answer tomorrow as it did today.You will learn how to construct deterministic workflows spanning data ingestion, feature engineering, order generation, execution modeling, and portfolio accounting. Core chapters cover market data and calendar modeling, event-driven backtest architecture, realistic execution and cost models, and precise PnL and return calculation. The book then develops a rigorous validation toolkit, including walk-forward design, bias detection, bootstrap uncertainty estimation, and multiple-testing control, before concluding with reporting, governance, and provenance practices that make simulation outputs explainable and comparable over time.Assuming familiarity with basic markets, statistics, and programming, the text focuses on design choices and trade-offs rather than any single language or tech stack. Presented in LaTeX with clear structure and implementation-oriented guidance, it serves as both a blueprint for building new engines and a diagnostic manual for strengthening existing This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
- Brossura
- Print on Demand
Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 56,67
EUR 63,27 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering.
- Brossura
- Print on Demand
Da: preigu, Osnabrück, Germaniapreigu
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 51,35
EUR 70,00 spedizioneSpedito da Germania a U.S.A.Quantità: 5 disponibili
Taschenbuch. Condizione: Neu. Designing Backtest Engines | Foundations of Reproducible Quant Simulation | Thomas V. Trex | Taschenbuch | Trading System Architecture & DevOps | Englisch | 2025 | NobleTrex Press | EAN 9798896652250 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[do…t]de | Anbieter: preigu Print on Demand.
