Bruce DeVaultPresident, Quantevo-Algorithmic Trading Development A must read for anyone who takes trading seriously." Now his approach has been updated and expanded to reflect technological change as well as many insights gained along the way. "How to evaluate likely future trading system performance is not just a question-it's the question, and Pardo's 1992 Design, Testing, and Optimization of Trading Systems was a milestone work in the field. Larry Williamsauthor of Trading Stocks & Commodities with the Insiders: Secrets of the COT Report, and Long-Term Secrets to Short-Term Trading
"Will your system work in the future? In this book Bob Pardo shows you exactly how to construct a trading system and then take the most important walk of them all-the walk forward test-to find out if your system is really worth trading. Perry Kaufman author of New Trading Systems and Methods, Fourth Edition He shows the reader how to navigate the minefield of optimization and offers walk-forward testing as a way to change a static system into a dynamic one." "The testing process is key to a profitable trading method and Bob Pardo brings order and sanity to it. Whether a trader is seeking to enhance their profit or just getting started in testing, The Evaluation and Optimization of Trading Strategies offers practical instruction and expert advice on the development, evaluation, and application of winning mechanical trading systems.Praise For The Evaluation and Optimization of Trading Strategies
Written in a straightforward and accessible style, this detailed guide presents traders with a way to develop and verify their trading strategy no matter what form they are currently using–stochastics, moving averages, chart patterns, RSI, or breakout methods.
With this book, Pardo delivers important information to readers, from the design of workable trading strategies to measuring issues like profit and risk. 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. A newly expanded and updated edition of the trading classic, Design, Testing, and Optimization of Trading Systems
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