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