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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