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TSSB book on Amazon.com
 
     
 
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 Amazon.com

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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