Summary
From the jacket flap
Pardo shows that the benefits of correct testing and optimization vastly outweigh the effort required to learn and master their proper application, and sets forth in detail the correct way to formulate, test, and evaluate a trading strategy. He explains how to properly optimize a trading strategy, incorporate out-of-sample data in the testing of a strategy, perform Walk-Forward Analysis, develop a trading strategy profile, and judge real-time trading performance with respect to the trading strategy profile developed via historical testing. In addition, he identifies the symptoms of overfitting--optimization that has "gone bad" and resulting in false conclusions and offers guidelines to avoid it.
The trading game has never been as large or as lucrative as it is today. Nor have the markets ever been more efficient than they are today. Yet traders the world over continue to make profits. Why? They have found an edge. For anyone planning to employ algorithmic or mechanical strategies in their trading, this book presents, in a straightforward and accessible style, the edge that you can use to obtain and enjoy the fruits of profitable trading.
Details
- Title Trading Strategies 2e
- Author Pardo
- Binding Hardcover
- Edition number 2nd
- Edition 2
- Pages 368
- Volumes 1
- Language ENG
- Publisher John Wiley & Sons, New York, NY, U.S.A.
- Date 2008-01-01
- Illustrated Yes
- Features Bibliography, Dust Cover, Illustrated, Index, Price on Product - Canadian, Table of Contents
- ISBN 9780470128015 / 0470128011
- Weight 1.25 lbs (0.57 kg)
- Dimensions 9.3 x 6 x 1.3 in (23.62 x 15.24 x 3.30 cm)
- Library of Congress subjects Investments - Data processing, Futures - Data processing
- Library of Congress Catalog Number 2007038106
- Dewey Decimal Code 332.645
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