Evaluation and Optimization of Trading Strategies

Name: Evaluation and Optimization of Trading Strategies
Price: 60.34 USD
Availability: InStock
ISBN: 9780470128015

ISBN-10: 0470128011

ISBN-13: 9780470128015

Edition: 2nd 2008

Authors: Robert Pardo

List price: $110.00

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Description:

A newly expanded and updated edition of the trading classic, Design, Testing, and Optimization of Trading Systems Trading systems expert Robert Pardo is back, and in The Evaluation and Optimization of Trading Strategies, a thoroughly revised and updated edition of his classic text Design, Testing, and Optimization of Trading Systems, he reveals how he has perfected the programming and testing of trading systems using a successful battery of his own time-proven techniques. With this book, Pardo delivers important information to readers, from the design of workable trading strategies to measuring issues like profit and risk. Written in a straightforward and accessible style, this detailed…

Book details

List price: $110.00
Edition: 2nd
Copyright year: 2008
Publisher: John Wiley & Sons, Incorporated
Publication date: 2/8/2008
Binding: Hardcover
Pages: 368
Size: 6.36" wide x 9.09" long x 1.20" tall
Weight: 1.474
Language: English



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


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