文档介绍：fm JWPR070-Pardo December 17, 2007 22:32 Char Count= 0
The Evaluation
and Optimization
of Trading
Strategies
Second Edition
ROBERT PARDO
John Wiley & Sons, Inc.
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Additional Praise for
The Evaluation and Optimization of
Trading Strategies
“The decisive step in system trading is the determination of the reliability
and robustness of your system. This greatly expanded and very accessible
new edition of Bob’s classic presents a thorough yet easy to apply and time-
tested methodology to accurately make this determination. This makes it
possible to form a realistic idea of how your system should perform in the
future and increases the likelihood of lasting real-time trading profit.”
—Murray Ruggerio, Vice President of Research and Development for
TradersStudio; Contributing Editor Futures Magazine.
“Bob Pardo has re-written his own excellent book, and made it even bet-
ter. It contains a basic step-by-step guide to building a trading system, along
with an introduction to advanced system building concepts and tools. Sim-
ply avoiding the problems and errors Bob warns about can help lead to real
time ess. A must read for anyone interested in a systematic approach
to trading.”
—Michael Tepper, Atlas Capital Management, Inc.
“A significant contribution that will present, explain, clarify, and illustrate
Algo Trading strategies and how to properly test/optimize trading models,
thoroughly researched and perceptive. It will give the reader very practical
and seasoned insight into the world of Algo Trading. Bob Pardo brings a
very lucid approach to a very esoteric subject; a e departure from
most texts. It is both accessible and rigorous, which is quite rare.”
—Bruce J. Serra, Vice President, Institutional Sales, MF Global Inc.
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The Evaluati