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Evaluation and Optimization of Trading Strategies

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ISBN-10: 0470128011

ISBN-13: 9780470128015

Edition: 2nd 2008

Authors: Robert Pardo

List price: $105.00
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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…    
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Book details

List price: $105.00
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: 1.210
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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