• Corpus ID: 153276445

The Evaluation and Optimization of Trading Strategies

@inproceedings{Pardo2008TheEA,
  title={The Evaluation and Optimization of Trading Strategies},
  author={Robert Pardo},
  year={2008}
}
  • R. Pardo
  • Published 8 February 2008
  • Economics
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… 

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