Evaluation and Optimization of trading strategies

Evaluation and Optimization of trading strategies

ID:39220720

大小:3.23 MB

页数:367页

时间:2019-06-27

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1、fmJWPR070-PardoDecember17,200722:32CharCount=0TheEvaluationandOptimizationofTradingStrategiesSecondEditionROBERTPARDOJohnWiley&Sons,Inc.vfmJWPR070-PardoDecember17,200722:32CharCount=0iifmJWPR070-PardoDecember17,200722:32CharCount=0AdditionalPraiseforTheEvaluationandOptimizationofTradingStrategiesTh

2、edecisivestepinsystemtradingisthedeterminationofthereliabilityandrobustnessofyoursystem.ThisgreatlyexpandedandveryaccessibleneweditionofBobsclassicpresentsathoroughyeteasytoapplyandtime-testedmethodologytoaccuratelymakethisdetermination.Thismakesitpossibletoformarealisticideaofhowyoursystemshouldpe

3、rforminthefutureandincreasesthelikelihoodoflastingreal-timetradingprofit.MurrayRuggerio,VicePresidentofResearchandDevelopmentforTradersStudio;ContributingEditorFuturesMagazine.BobPardohasre-writtenhisownexcellentbook,andmadeitevenbet-ter.Itcontainsabasicstep-by-stepguidetobuildingatradingsystem,alon

4、gwithanintroductiontoadvancedsystembuildingconceptsandtools.Sim-plyavoidingtheproblemsanderrorsBobwarnsaboutcanhelpleadtorealtimesuccess.Amustreadforanyoneinterestedinasystematicapproachtotrading.MichaelTepper,AtlasCapitalManagement,Inc.Asignificantcontributionthatwillpresent,explain,clarify,andillu

5、strateAlgoTradingstrategiesandhowtoproperlytest/optimizetradingmodels,thoroughlyresearchedandperceptive.ItwillgivethereaderverypracticalandseasonedinsightintotheworldofAlgoTrading.BobPardobringsaverylucidapproachtoaveryesotericsubject;awelcomedeparturefrommosttexts.Itisbothaccessibleandrigorous,whi

6、chisquiterare.BruceJ.Serra,VicePresident,InstitutionalSales,MFGlobalInc.ifmJWPR070-PardoDecember17,200722:32CharCount=0iifmJWPR070-PardoDecember17,200722:32CharCount=0TheEvaluationandOptimizationofTradingStrategiesiiifmJWPR070-PardoDecember17,200722:32CharCount=0Foundedin1807,JohnWiley&Sonsistheold

7、estindependentpublish-ingcompanyintheUnitedStates.WithofficesinNorthAmerica,Europe,AustraliaandAsia,Wileyisgloballycommittedtodevelopingandmarket-ingprintandelectronicproductsandservicesforourcustomersprofes

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