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Kaufman, CMT3 Chapter 21

Chapter 21: System Testing

  • Expectations
  • Identifying the Parameters
  • Selecting the Test Data
  • Testing Integrity
  • Searching for the Best Result
  • Visualizing and Interpreting Test Results
  • Large-Scale Testing
  • Refining the Strategy Rules
  • Arriving at Valid Test Results
  • Comparing the Results of Two Systems
  • Profiting from the Worst Results
  • Retesting for Changing Parameters
  • Testing Across a Wide Range of Markets
  • Price Shocks
  • Anatomy of an Optimization
  • Summarizing Robustness