Our site uses cookies to improve your experience. You can find out more about our use of cookies in About Cookies , including instructions on how to turn off cookies if you wish to do so. By continuing to browse this site you agree to us using cookies as described in About Cookies. 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 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.

The Evaluation And Optimization Of Trading Strategies, Second Edition - Wiley Online Library

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. BOOK TOOLS Save to My Profile Recommend to Your Librarian.

Wiley: The Evaluation and Optimization of Trading Strategies, 2nd Edition - Robert Pardo

BOOK MENU Book Home. GET ACCESS How to Get Online Access. ABOUT THIS BOOK Table of Contents Author Biography. Robert Pardo Published Online: 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.

You have free access to this content. Front Matter pages i—xxx Summary PDF K Request Permissions. Chapter 0 Why A Second Edition? Chapter 1 On Trading Strategies pages 5—15 Summary PDF K Request Permissions.

Chapter 2 The Systematic Trading Edge pages 17—41 Summary PDF K Request Permissions. Chapter 3 The Trading Strategy Development Process pages 43—55 Summary PDF K Request Permissions. Chapter 4 The Strategy Development Platform pages 57—71 Summary PDF K Request Permissions.

Chapter 5 The Elements Of Strategy Design pages 73—92 Summary PDF K Request Permissions. Chapter 6 The Historical Simulation pages 93— Summary PDF K Request Permissions.

Chapter 7 Formulation And Specification pages — Summary PDF K Request Permissions.

Chapter 8 Preliminary Testing pages — Summary PDF K Request Permissions. Chapter 9 Search And Judgment pages — Summary PDF K Request Permissions.

Chapter 10 Optimization pages — Summary PDF K Request Permissions. Chapter 11 Walk-Forward Analysis pages — Summary PDF K Request Permissions. Chapter 12 The Evaluation Of Performance pages — Summary PDF K Request Permissions. Chapter 13 The Many Faces Of Overfitting pages — Summary PDF K Request Permissions. Chapter 14 Trading The Strategy pages — Summary PDF K Request Permissions.

Notes pages — Summary PDF 81K Request Permissions. Index pages — Summary PDF K Request Permissions. SEARCH Search Scope All content Publication titles In this book Search String. Publications Browse by Subject Resources.