Corpus ID: 153276445

The Evaluation and Optimization of Trading Strategies

  title={The Evaluation and Optimization of Trading Strategies},
  author={Robert Pardo},
Foreword. Preface. Acknowledgments. Introduction. Chapter 1. On Trading Strategies. Why This Book Was Written. Who Will Benefit from this Book? The Goals of this Book. The Lay of the Land. Chapter 2. The Systematic Trading "Edge". Discretionary Trading. Raising the Bar. Verification. Quantification. Risk and Reward. The Performance Profile. Objectivity. Consistency. Extensibility. The Benefits of the Historical Simulation. Positive Expectancy. The Likelihood of Future Profit. The Performance… Expand
Evaluation of Systematic Trading Programs
Development of Trading Algorithm Backtest Environment
Exclusion of risky values of trading models parameters in investment decisions
Learning unfair trading: A market manipulation analysis from the reinforcement learning perspective
Specification and performance optimisation of real-time trading strategies for betting exchange platforms