Statistically Sound Indicators For Financial Market Prediction: Algorithms in C++ Paperback – 22 Oct. 2019
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Statistically Sound Indicators For Financial Market Prediction: Algorithms in C++ Paperback – 22 Oct. 2019

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Top notch.Obviously no groundbreaking secrets are going to be revealed for the price. You will understand how to fine tune your own indicators.I did not know C++ but with some hours of reading C++ basics I was able to convert the FTI into python and C# so it shouldn’t be a major obstacle though this did end up taking me a day or too.Be sufficiently able in programming. It says algorithms in C++… the warning to other reviewers was in the title. Don’t purchase something that says it’s in C++ then complain it’s in C++.In further editions I would increase the price but add an extra chapter on PCA which would perhaps be useful. The use of copulas also seems to be a new field in pairs trading.Overall a good job by Tim. I do wish Tim would come out of the shadows and do more interviews.I will probably go through all Tims books at some point after finishing this one.

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