The Evaluation and Optimization of Trading Strategies



Wiley | 2008-02-08 | ISBN:0470128011 | PDF | 334 pages | 2,7 Mb


With all of the changes in communications, technology, and trading styles, a thorough and comprehensive working knowledge of how to properly design and test strategies has never been more important than it has become in today’s extremely competitive markets. That’s why Robert Pardo has created The Evaluation and Optimization of Trading Strategies, Second Edition. For anyone planning to employ algorithmic or mechanical strategies in their trading, this book offers the information you need to properly understand and execute them.

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