Building a Hauptwerk Organ Step by Step, Masters Timothy
Автор: Timothy R. Lehmann Название: Manga: Masters of the Art ISBN: 0060833319 ISBN-13(EAN): 9780060833312 Издательство: HarperCollins USA Рейтинг: Цена: 2607.00 р. Наличие на складе: Нет в наличии.
Описание: A look at the world of manga through the work and commentary of twelve of Japan`s renowned masters of the art - and featuring an original story. This book shows how this artwork makes it from concept to reality; and includes illustrations and photographs of each artist`s seminal works accompanied by extensive, explanatory captions.
Автор: Sinclair, Timothy J. Название: New masters of capital ISBN: 0801474914 ISBN-13(EAN): 9780801474910 Издательство: Wiley EDC Рейтинг: Цена: 3945.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
In The New Masters of Capital, Timothy J. Sinclair examines a key aspect of the global economy—the rating agencies. In the global economy, trust is formalized in the daily operations of such firms as Moody's and Standard & Poor's, which continuously monitor the financial health of bond-issuers ranging from private corporations to local and national governments. Their judgments affect unimaginably large sums, approximately $30 trillion in outstanding debt issues, according to a recent Moody's estimate. The difference between an AA and a BB rating may cost millions of dollars in interest payments or determine if a corporation or government can even issue bonds.Without bond rating agencies, there would be no standard means to compare risks in the global economy, and international investment would be problematic. Most observers assume that the agencies are neutral and scientific, and that they interpret their role in narrowly economic terms. But these agencies, by their nature, wield extraordinary power and exert massive influence over public policy. Sinclair offers a highly accessible account of these institutions, their origins, and the rating processes they use to judge creditworthiness. Illustrated with a wide range of cases, this book offers a fresh assessment of the role of an often-overlooked institution in the dynamics of modern global capitalism.
Автор: Masters Timothy Название: Testing and Tuning Market Trading Systems: Algorithms in C++ ISBN: 148424172X ISBN-13(EAN): 9781484241721 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Build, test, and tune financial, insurance or other market trading systems using C++ algorithms and statistics. You've had an idea and have done some preliminary experiments, and it looks promising. Where do you go from here? Well, this book discusses and dissects this case study approach.
Seemingly good backtest performance isn't enough to justify trading real money. You need to perform rigorous statistical tests of the system's validity. Then, if basic tests confirm the quality of your idea, you need to tune your system, not just for best performance, but also for robust behavior in the face of inevitable market changes. Next, you need to quantify its expected future behavior, assessing how bad its real-life performance might actually be, and whether you can live with that. Finally, you need to find its theoretical performance limits so you know if its actual trades conform to this theoretical expectation, enabling you to dump the system if it does not live up to expectations.This book does not contain any sure-fire, guaranteed-riches trading systems. Those are a dime a dozen... But if you have a trading system, this book will provide you with a set of tools that will help you evaluate the potential value of your system, tweak it to improve its profitability, and monitor its on-going performance to detect deterioration before it fails catastrophically. Any serious market trader would do well to employ the methods described in this book.
What You Will Learn
See how the 'spaghetti-on-the-wall' approach to trading system development can be done legitimately
Detect overfitting early in development
Estimate the probability that your system's backtest results could have been due to just good luck
Regularize a predictive model so it automatically selects an optimal subset of indicator candidates
Rapidly find the global optimum for any type of parameterized trading system
Assess the ruggedness of your trading system against market changes
Enhance the stationarity and information content of your proprietary indicators
Nest one layer of walkforward analysis inside another layer to account for selection bias in complex trading systems
Compute a lower bound on your system's mean future performance
Bound expected periodic returns to detect on-going system deterioration before it becomes severe
Estimate the probability of catastrophic drawdown
Who This Book Is For
Experienced C++ programmers, developers, and software engineers. Prior experience with rigorous statistical procedures to evaluate and maximize the quality of systems is recommended as well.
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