contents

 

front matter

preface

acknowledgments

about this book

about the author

about the cover illustration

1 Optimizing systems by experiment

1.1 Examples of engineering workflows

Machine learning engineer’s workflow

Quantitative trader’s workflow

Software engineer’s workflow

1.2 Measuring by experiment

Experimental methods

Practical problems and pitfalls

1.3 Why are experiments necessary?

Domain knowledge

Offline model quality

Simulation

2 A/B testing: Evaluating a modification to your system

2.1 Take an ad hoc measurement

Simulate the trading system

Compare execution costs

2.2 Take a precise measurement