The evaluation and optimization of trading strategies
(eBook)
Author
Published
Hoboken, N.J. : John Wiley, ©2008.
Format
eBook
Edition
2nd ed.
ISBN
9781119196969, 1119196965, 0470262850, 9780470262856, 9781118045053, 111804505X, 1281217530, 9781281217530, 9786611217532, 6611217533
Physical Desc
1 online resource (xxx, 334 pages) : illustrations
Status
Description
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Subjects
LC Subjects
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Language
English
UPC
9781118045053
Notes
Bibliography
Includes bibliographical references (pages 319-321 and index.
Description
Aims to give traders a way to develop and verify their trading strategy of various forms they are using including stochastics, moving averages, chart patterns, RSI, or breakout methods. This book offers practical instruction and advice on the development, evaluation, and application of winning mechanical trading systems.
Language
English.
Local note
O'Reilly,O'Reilly Online Learning: Academic/Public Library Edition
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Citations
APA Citation, 7th Edition (style guide)
Pardo, R. (2008). The evaluation and optimization of trading strategies (2nd ed.). John Wiley.
Chicago / Turabian - Author Date Citation, 17th Edition (style guide)Pardo, Robert, 1951-. 2008. The Evaluation and Optimization of Trading Strategies. John Wiley.
Chicago / Turabian - Humanities (Notes and Bibliography) Citation, 17th Edition (style guide)Pardo, Robert, 1951-. The Evaluation and Optimization of Trading Strategies John Wiley, 2008.
MLA Citation, 9th Edition (style guide)Pardo, Robert. The Evaluation and Optimization of Trading Strategies 2nd ed., John Wiley, 2008.
Note! Citations contain only title, author, edition, publisher, and year published. Citations should be used as a guideline and should be double checked for accuracy. Citation formats are based on standards as of August 2021.
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Grouped Work ID
e14dbdbe-f721-191c-2a9b-be4e53535480-eng
Grouping Information
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|---|---|
| Full title | evaluation and optimization of trading strategies |
| Author | pardo robert |
| Grouping Category | book |
| Last Update | 2024-04-16 12:23:35PM |
| Last Indexed | 2024-04-20 04:53:50AM |
Book Cover Information
| Image Source | syndetics |
|---|---|
| First Loaded | Nov 14, 2022 |
| Last Used | Mar 19, 2024 |
Marc Record
| First Detected | Nov 09, 2022 03:39:16 PM |
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| Last File Modification Time | Apr 16, 2024 12:26:12 PM |
MARC Record
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| 100 | 1 | |a Pardo, Robert,|d 1951-|1 https://id.oclc.org/worldcat/entity/E39PBJqfJw6v6BPJQqWby4WxDq|0 http://id.loc.gov/authorities/names/n92023769 | |
| 245 | 1 | 4 | |a The evaluation and optimization of trading strategies /|c Robert Pardo. |
| 250 | |a 2nd ed. | ||
| 260 | |a Hoboken, N.J. :|b John Wiley,|c ©2008. | ||
| 300 | |a 1 online resource (xxx, 334 pages) :|b illustrations | ||
| 336 | |a text|b txt|2 rdacontent | ||
| 337 | |a computer|b c|2 rdamedia | ||
| 338 | |a online resource|b cr|2 rdacarrier | ||
| 347 | |a text file | ||
| 490 | 1 | |a Wiley trading | |
| 504 | |a Includes bibliographical references (pages 319-321 and index. | ||
| 505 | 0 | |a Cover -- Contents -- Foreword -- Preface -- THERE AND BACK AGAIN -- COMPUTING -- THE INVESTMENT INDUSTRY -- TRADING STRATEGY DEVELOPMENT TOOLS -- THE RISE OF ADVANCED MATHEMATICAL CONCEPTS IN TRADING -- TRADING MEETS HIGHER EDUCATION -- Acknowledgments -- Introduction: Why a Second Edition? -- 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 PROFILE -- PROPER CAPITALIZATION -- A MEASURE OF REAL-TIME TRADING PERFORMANCE -- THE BENEFITS OF OPTIMIZATION -- THE BENEFITS OF THE WALK-FORWARD ANALYSIS -- THE ADVANTAGES OF A THOROUGH UNDERSTANDING -- CONFIDENCE -- STRATEGY REFINEMENT -- Chapter 3: The Trading Strategy Development Process -- TWO PHILOSOPHICAL APPROACHES TO STRATEGY DEVELOPMENT -- AN OVERVIEW OF THE TRADING STRATEGY DESIGN PROCESS -- Chapter 4: The Strategy Development Platform -- THE SCRIPTING LANGUAGE -- DIAGNOSTICS -- REPORTING -- OPTIMIZATION -- THE OBJECTIVE FUNCTION -- SPEED -- AUTOMATION -- WALK-FORWARD ANALYSIS -- PORTFOLIO ANALYSIS -- IN CONCLUSION -- Chapter 5: The Elements of Strategy Design -- THE THREE PRINCIPAL COMPONENTS OF A STRATEGY -- AN OVERVIEW OF A TYPICAL TRADING STRATEGY -- A TRADE EQUALS AN ENTRY AND AN EXIT -- THE MANAGEMENT OF RISK -- THE MANAGEMENT OF PROFIT -- POSITION SIZING -- ADVANCED STRATEGIES -- SUMMARY -- Chapter 6: The Historical Simulation -- THE ESSENTIAL REPORTS -- THE IMPORTANCE OF ACCURACY -- SOFTWARE LIMITATIONS -- REALISTIC ASSUMPTIONS -- LIMIT MOVES -- MAJOR EVENTS AND DATES -- HISTORICAL DATA -- STOCK PRICES -- CASH MARKETS -- FUTURES MARKETS -- THE CONTINUOUS CONTRACT -- THE PERPETUAL CONTRACT -- ADJUSTED CONTINUOUS CONTRACTS -- THE SIZE OF THE TEST WINDOW -- HOW MANY TRADES? -- STABILITY -- DEGREES OF FREEDOM -- FREQUENCY OF TRADING -- TYPES OF MARKETS -- EFFICIENT MARKETS -- THE LIFE CYCLE OF A TRADING STRATEGY -- WINDOW SIZE AND MODEL LIFE -- Chapter 7: Formulation and Specification -- FORMULATE THE TRADING STRATEGY -- SPECIFICATION-TRANSLATE THE IDEA INTO A TESTABLE STRATEGY -- MAKE A VAGUE IDEA PRECISE -- Chapter 8: Preliminary Testing -- VERIFICATION OF CALCULATIONS AND TRADES -- THEORETICAL EXPECTATIONS -- PRELIMINARY PROFITABILITY -- THE MULTIMARKET AND MULTIPERIOD TEST -- Chapter 9: Search and Judgment -- SEARCH METHODS -- ADVANCED SEARCH METHODS -- GENERAL PROBLEMS WITH SEARCH METHODS -- THE OBJECTIVE FUNCTION -- A REVIEW OF A VARIETY OF EVALUATION METHODS -- MULTIPLE EVALUATION TYPES -- Chapter 10: Optimization -- OPTIMIZATION CONTRA OVERFITTING -- A SIMPLE OPTIMIZATION -- THE OPTIMIZATION FRAMEWORK -- A MULTIMARKET AND MULTIPERIOD OPTIMIZATION --T$1. | |
| 520 | |a Aims to give traders a way to develop and verify their trading strategy of various forms they are using including stochastics, moving averages, chart patterns, RSI, or breakout methods. This book offers practical instruction and advice on the development, evaluation, and application of winning mechanical trading systems. | ||
| 542 | |f Copyright © John Wiley & Sons|g 2008 | ||
| 546 | |a English. | ||
| 588 | 0 | |a Print version record. | |
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| 700 | 1 | |a Pardo, Robert,|d 1951-|t Design, testing, and optimization of trading systems. | |
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