Friday, February 22, 2008

Report: The Evaluation and Optimization of Trading Strategies, 2nd Edition

Research and Markets: The Evaluation and Optimization of Trading Strategies, 2nd Edition Presents Traders with a Way to Develop and Verify Their Trading Strategy No Matter What Form They Are Currently Using

22 Feb 2008

DUBLIN, Ireland--(BUSINESS WIRE)--Research and Markets (http://www.researchandmarkets.com/reports/c83698) has announced the addition of The Evaluation and Optimization of Trading Strategies, 2nd Edition to their offering.

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.

Authors bio:

Robert Pardo is a recognized expert in the design and testing of trading strategies and computerized trading applications, and a long-standing professional money manager. He is founder and President of Pardo Capital Limited, a professional money management firm; Pardo Group Limited, a consulting firm; and Pardo Analytics Limited, a proprietary market analysis services firm. Since 1983, Pardo has continuously updated his software as well as designed, programmed, and documented versions of various commercial trading applications. He has worked as a consultant with world-class trading firms such as Goldman Sachs, Transworld Oil, and Daiwa Securities, and created the XT99 trading platform as a joint venture and ongoing strategic alliance between Pardo Capital Limited and Dunn Capital Management

Chapter Titles:

Chapter 1. On Trading Strategies.

Chapter 2. The Systematic Trading "Edge".

Chapter 3. The Trading Strategy Development Process.

Chapter 4. The Strategy Development Platform.

Chapter 5. The Elements of Strategy Design.

Chapter 6. The Historical Simulation.

Chapter 7. Formulation and Specification.

Chapter 8. Preliminary Testing.

Chapter 9. Search and Judgment.

Chapter 10. Optimization.

Chapter 11. Walk-Forward Analysis.

Chapter 12. The Evaluation of Performance.

Chapter 13. The Many Faces of Overfitting.

Chapter 14. Trading the Strategy.

For more information visit http://www.researchandmarkets.com/reports/c83698.


Contacts
Research and Markets
Laura Wood
Senior Manager
Fax: +353 1 4100 980
press@researchandmarkets.com

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