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.

使用C++算法和统计软件构建、测试和调整金融、保险或其他市场交易系统。你已经有了一个想法，做了一些初步的实验，看起来很有希望。你要去哪里？嗯，这本书讨论并剖析了这种案例研究方法。
表面上良好的回溯测试性能不足以证明交易真钱是正当的。您需要对系统的有效性进行严格的统计测试。然后，如果基本测试证实了您的想法的质量，那么您需要调整您的系统，不仅是为了获得最佳性能，而且是为了在不可避免的市场变化面前实现健壮的行为。接下来，你需要量化它预期的未来行为，评估它在现实生活中的表现到底有多糟糕，以及你是否能接受。最后，你需要找到它的理论性能极限，这样你就可以知道它的实际交易是否符合这个理论预期，如果它没有达到预期，你就可以抛售这个系统。
这本书不包含任何可靠的，有保证的财富交易系统。那是一角钱一打。。。但是，如果你有一个交易系统，这本书将为你提供一套工具，帮助你评估你的系统的潜在价值，调整它以提高其盈利能力，并监测其持续的表现，以发现恶化之前，它的灾难性失败。任何认真的市场交易者都会很好地采用这本书中描述的方法。