The Evaluation and Optimization of Trading Strategies
by Pardo, RobertEdition: 2nd
Format: Hardcover
Pub. Date: 2008-02-08
Publisher(s): Wiley
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Summary
With all of the changes in communications, technology, and trading styles, a thorough and comprehensive working knowledge of how to properly design and test strategies has never been more important than it has become in today's extremely competitive markets. That's why Robert Pardo has created The Evaluation and Optimization of Trading Strategies, Second Edition. For anyone planning to employ algorithmic or mechanical strategies in their trading, this book offers the information you need to properly understand and execute them.
Author Biography
Robert Pardo is a recognized expert in the design and testing of trading strategies and computerized trading applications, and a long-standing professional money manager. He is founder and President of Pardo Capital Limited, a professional money management firm; Pardo Group Limited, a consulting firm; and Pardo Analytics Limited, a proprietary market analysis services firm. Since 1983, Pardo has continuously updated his software as well as designed, programmed, and documented versions of various commercial trading applications. He has worked as a consultant with world-class trading firms such as Goldman Sachs, Transworld Oil, and Daiwa Securities, and created the XT99 trading platform as a joint venture and ongoing strategic alliance between Pardo Capital Limited and Dunn Capital Management. Contact Robert at rep@pardocapital.com, or go to his Web site at http//www.pardocapital.com.
Table of Contents
| Foreword | |
| Preface | |
| Acknowledgments | |
| Introduction | |
| On Trading Strategies | |
| Why This Book Was Written | |
| Who Will Benefit from this Book?The Goals of this Book | |
| The Lay of the Land | |
| The Systematic Trading "Edge" | |
| Discretionary Trading | |
| Raising the Bar | |
| Verification | |
| Quantification | |
| Risk and Reward | |
| The Performance Profile | |
| Objectivity | |
| Consistency | |
| Extensibility | |
| The Benefits of the Historical Simulation | |
| Positive Expectancy | |
| The Likelihood of Future Profit | |
| The Performance Profile | |
| Proper Capitalization | |
| A Measu<$$$> | |
| Table of Contents provided by Publisher. All Rights Reserved. |
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