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Trading Books: The Evaluation And Optimization of Trading Strategies

Author: Robert E. Pardo
Publisher: Wiley
Year: 2008

Topics Covered:

  • Trading Strategies
  • The Systematic Trading “Edge”
  • The Trading Strategy Development Process
  • The Strategy Development Platform
  • The Elements of Strategy Design
  • The Historical Simulation
  • Optimization
  • Walk-Forward Analysis
  • The Evaluation of Performance
  • The Many Faces of Overfitting
  • Trading the Strategy

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Trading Book Review_The Evaluation And Optimization of Trading Strategies_Robert E. Pardo

Trading Book Review of ‘The Evaluation And Optimization of Trading Strategies’ by Robert E. Pardo:

Who wants to learn how to build trading systems? I recommend ‘The Evaluation and Optimization of Trading Strategies’ by Robert Pardo. It is an outstanding book that any serious system trader should own and study.

Overall well worth reading – The quality of the content and the experience that Robert Pardo brings to the book is worth many times the price you will have to pay to buy it. If you have other trading books that you can recommend then please leave me a comment below and I will make a review about it!

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