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    Cover of The Evaluation and Optimization of Trading Strategies

    The Evaluation and Optimization of Trading Strategies

    Robert Pardo · 2008

    With all of the changes in communications, technology, and trading styles, a thorough and comprehensive working knowledge of how to properly design and test strategies has never been more important than it has become in today's extremely competitive markets. That's why Robert Pardo has created The Evaluation and Optimization of Trading Strategies, Second Edition. For anyone planning to employ algorithmic or mechanical strategies in their trading, this book offers the information you need to properly understand and execute them.

    Economics & Finance
    Open LibraryAmazon
    Stats for nerds
    2recommend
    4mentions
    2people
    2014–2017years
    75% recommend25% neutral

    Mentions per year

    2014201520162017

    What Hacker News says

    1. brobinsonJun 2017
      The article mentions a few of the pitfalls of backtesting, but it does not mention one of the best tools at your disposal in backtesting: Walk Forward Optimization/Analysis

      https://en.wikipedia.org/wiki/Walk_forward_optimization

      See also: "The Evaluation and Optimization of Trading Strategies" by Robert Pardo

      thread
    2. brobinsonJul 2015
      Your algorithm will likely not stand up to Walk Forward Analysis/Optimization/Testing: https://en.wikipedia.org/wiki/Walk_forward_optimization

      I recommend reading "The Evaluation and Optimization of Trading Strategies" by Robert Pardo.

      thread
    3. simonflynnDec 2014
      If anyone is interested in getting into algo trading, other books not mentioned but are highly regarded are:

      - "The Evaluation and Optimization of Trading Strategies" by Pardo

      - "The Elements of Statistical Learning" by Hastie et al

      thread
    4. brobinsonMar 2016
      "The Evaluation and Optimization of Trading Strategies" by Robert Pardo
      thread

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