The Evaluation and Optimization of Trading Strategies, 2nd Edition / Pardo, Robert.

Format:

Book

Author/Creator:

Pardo, Robert, author.

Series:

Wiley trading

Language:

English

Subjects (All):

Investments--Data processing.

Investments.

Futures--Data processing.

Futures.

Options (Finance)--Data processing.

Options (Finance).

Physical Description:

1 online resource (334 pages)

Edition:

2nd edition

Place of Publication:

Wiley, 2008.

System Details:

text file

Summary:

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. 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.

Notes:

Rev. ed. of: Design, testing, and optimization of trading systems. c1992.

Includes bibliographical references and index.

Online resource; Title from title page (viewed February 8, 2008)

OCLC:

869224449