Additional Praise for The Evaluation and Optimization of Trading Strategies
“The decisive step in system trading is the determination of the reliability and robustness of your system. This greatly expanded and very accessible new edition of Bob’s classic presents a thorough yet easy to apply and timetested methodology to accurately make this determination. This makes it possible to form a realistic idea of how your system should perform in the future and increases the likelihood of lasting real-time trading profit.”
—Murray Ruggerio, Vice President of Research and Development for TradersStudio; Contributing Editor Futures Magazine.
“Bob Pardo has re-written his own excellent book, and made it even better. It contains a basic step-by-step guide to building a trading system, along with an introduction to advanced system building concepts and tools. Simply avoiding the problems and errors Bob warns about can help lead to real time success. A must read for anyone interested in a systematic approach to trading.”
—Michael Tepper, Atlas Capital Management, Inc.
“A significant contribution that will present, explain, clarify, and illustrate Algo Trading strategies and how to properly test/optimize trading models, thoroughly researched and perceptive. It will give the reader very practical and seasoned insight into the world of Algo Trading. Bob Pardo brings a very lucid approach to a very esoteric subject; a welcome departure from most texts. It is both accessible and rigorous, which ...
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