資源描述:
《Evaluation and Optimization of trading strategies》由會(huì)員上傳分享,免費(fèi)在線閱讀,更多相關(guān)內(nèi)容在學(xué)術(shù)論文-天天文庫(kù)。
1、fmJWPR070-PardoDecember17,200722:32CharCount=0TheEvaluationandOptimizationofTradingStrategiesSecondEditionROBERTPARDOJohnWiley&Sons,Inc.vfmJWPR070-PardoDecember17,200722:32CharCount=0iifmJWPR070-PardoDecember17,200722:32CharCount=0AdditionalPraiseforTheEvaluationandOptimizationofTradingStrategiesTh
2、edecisivestepinsystemtradingisthedeterminationofthereliabilityandrobustnessofyoursystem.ThisgreatlyexpandedandveryaccessibleneweditionofBobsclassicpresentsathoroughyeteasytoapplyandtime-testedmethodologytoaccuratelymakethisdetermination.Thismakesitpossibletoformarealisticideaofhowyoursystemshouldpe
3、rforminthefutureandincreasesthelikelihoodoflastingreal-timetradingpro?t.MurrayRuggerio,VicePresidentofResearchandDevelopmentforTradersStudio;ContributingEditorFuturesMagazine.BobPardohasre-writtenhisownexcellentbook,andmadeitevenbet-ter.Itcontainsabasicstep-by-stepguidetobuildingatradingsystem,alon
4、gwithanintroductiontoadvancedsystembuildingconceptsandtools.Sim-plyavoidingtheproblemsanderrorsBobwarnsaboutcanhelpleadtorealtimesuccess.Amustreadforanyoneinterestedinasystematicapproachtotrading.MichaelTepper,AtlasCapitalManagement,Inc.Asigni?cantcontributionthatwillpresent,explain,clarify,andillu
5、strateAlgoTradingstrategiesandhowtoproperlytest/optimizetradingmodels,thoroughlyresearchedandperceptive.ItwillgivethereaderverypracticalandseasonedinsightintotheworldofAlgoTrading.BobPardobringsaverylucidapproachtoaveryesotericsubject;awelcomedeparturefrommosttexts.Itisbothaccessibleandrigorous,whi
6、chisquiterare.BruceJ.Serra,VicePresident,InstitutionalSales,MFGlobalInc.ifmJWPR070-PardoDecember17,200722:32CharCount=0iifmJWPR070-PardoDecember17,200722:32CharCount=0TheEvaluationandOptimizationofTradingStrategiesiiifmJWPR070-PardoDecember17,200722:32CharCount=0Foundedin1807,JohnWiley&Sonsistheold
7、estindependentpublish-ingcompanyintheUnitedStates.Withof?cesinNorthAmerica,Europe,AustraliaandAsia,Wileyisgloballycommittedtodevelopingandmarket-ingprintandelectronicproductsandservicesforourcustomersprofes