Summary

In this chapter, we have discussed various optimization techniques used in trading algorithms and parameter estimation. The covered optimization techniques were dynamic rebalancing, walk forward testing, grid testing, and genetic algorithm.

In the next chapter, the topics covered are using foptions, termstrc, CreditMetrics, credule, GUIDE, and fExoticOptions to price options, bond, credit spreads, credit default swaps, interest rate derivatives, and different types of exotic options.