Developed by

TSSB book on
David Aronson's and Timothy Master's new book
Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments
Developing Predictive-Model-Based Trading Systems Using TSSB
Available now at CreateSpace and

Learn more about our book or read what confirmed buyers have to say

TSSB is FREE software platform for rapid R&D of statistically sound predictive model based trading systems via machine learning.
  • Development team with over 50 years of experience
  • Statistical soundness: trading systems likely to perform well in the future
  • Rapid prototyping of trading systems without any programming
  • Objective functions based on financial performance rather than statistical fit
  • Systems based on machine learned predictive models, not human proposed rules
  • Walk-forward & cross-validation fully integrated
  • Over-fit suppression for superior out-of-sample generalization
  • Out-of-sample performance stats and p-values free of training or selection bias
  • Ensembles & Oracles and regime-specific systems
  • Portfolios of trading systems systems
  • Statistical significance testing robust to guided search training bias
  • Library of over 100 indicator families including wavelets and ARMA
  • Dimensional compression via PCA, Linear and Quadratic methods
  • Find independent groups of non redundant predictors automatically
  • Unique Graphics including predictive heat-maps
2-D Model Response Surface Changes Along a 3rd Indicator Axis
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