LEADER 00000cam a2201105Ma 4500 001 463251396 003 OCoLC 005 20240129213017.0 006 m o d 007 cr zn||||||||| 008 070917s2008 njua ob 001 0 eng d 010 2007038106 015 GBA790675|2bnb 016 7 106652081X|2DE-101 016 7 |z014276182|2Uk 019 212409683|a476131201|a646742274|a869224449|a904818311 |a992928330|a1066421218|a1103263065|a1105805906 |a1129374781|a1151190487|a1153018075|a1240517862 |a1300637689|a1303358474|a1303507922 020 9781119196969|q(electronic bk.) 020 1119196965|q(electronic bk.) 020 0470262850|q(electronic bk.) 020 9780470262856|q(electronic bk.) 020 9781118045053|q(electronic bk.) 020 111804505X|q(electronic bk.) 020 |q(Cloth) 020 |q(cloth) 020 1281217530 020 9781281217530 020 9786611217532 020 6611217533 024 8 9781118045053 029 1 AU@|b000055649388 029 1 AU@|b000065314267 029 1 CHNEW|b000934285 029 1 CHVBK|b480146292 029 1 DEBBG|bBV041778558 029 1 DEBBG|bBV043390322 029 1 DEBSZ|b396160638 029 1 DEBSZ|b404330495 029 1 DEBSZ|b449110176 029 1 DEBSZ|b484974432 029 1 GWDNB|b106652081X 029 1 AU@|b000066260618 029 1 AU@|b000066528066 029 1 AU@|b000067093177 029 1 AU@|b000070669369 035 (OCoLC)463251396|z(OCoLC)212409683|z(OCoLC)476131201 |z(OCoLC)646742274|z(OCoLC)869224449|z(OCoLC)904818311 |z(OCoLC)992928330|z(OCoLC)1066421218|z(OCoLC)1103263065 |z(OCoLC)1105805906|z(OCoLC)1129374781|z(OCoLC)1151190487 |z(OCoLC)1153018075|z(OCoLC)1240517862|z(OCoLC)1300637689 |z(OCoLC)1303358474|z(OCoLC)1303507922 037 CL0500000367|bSafari Books Online 037 2F4D4A46-EE45-42F2-BD14-55638A594E47|bOverDrive, Inc. |nhttp://www.overdrive.com 040 CDN|beng|epn|cCDN|dOCLCQ|dN$T|dYDXCP|dCDX|dIDEBK|dE7B |dOCLCQ|dREDDC|dOCLCQ|dMERUC|dOCLCQ|dTEFOD|dOCLCO|dOCLCF |dUMI|dDEBBG|dDEBSZ|dOCLCO|dEBLCP|dNRU|dUKDOC|dOCLCO |dTEFOD|dDG1|dOCLCO|dOCLCQ|dOCLCO|dCOO|dOCLCO|dOCLCQ |dOCLCO|dDG1|dLIP|dOCLCQ|dGWDNB|dOCLCQ|dCEF|dOCLCQ|dWYU |dU3W|dUAB|dOCLCQ|dVT2|dOCLCQ|dCNCEN|dOCLCQ|dOCLCO|dSFB |dUKAHL|dVHC|dOCLCQ|dOCLCO|dOCLCL 049 INap 082 04 332.64/5 082 04 332.64/5|222 099 eBook O’Reilly for Public Libraries 100 1 Pardo, Robert,|d1951-|1https://id.oclc.org/worldcat/entity /E39PBJqfJw6v6BPJQqWby4WxDq 245 14 The evaluation and optimization of trading strategies / |cRobert Pardo.|h[O'Reilly electronic resource] 250 2nd ed. 260 Hoboken, N.J. :|bJohn Wiley,|c©2008. 300 1 online resource (xxx, 334 pages) :|billustrations 336 text|btxt|2rdacontent 337 computer|bc|2rdamedia 338 online resource|bcr|2rdacarrier 347 text file 490 1 Wiley trading 504 Includes bibliographical references (pages 319-321 and index. 505 0 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 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 |fCopyright © John Wiley & Sons|g2008 546 English. 588 0 Print version record. 590 O'Reilly|bO'Reilly Online Learning: Academic/Public Library Edition 650 0 Investments|xData processing. 650 0 Futures|xData processing. 650 0 Options (Finance)|xData processing. 650 6 Investissements|xInformatique. 650 6 Marchés à terme|xInformatique. 650 6 Options (Finances)|xInformatique. 650 7 BUSINESS & ECONOMICS|xInvestments & Securities|xGeneral. |2bisacsh 650 7 Futures|xData processing|2fast 650 7 Investments|xData processing|2fast 650 7 Options (Finance)|xData processing|2fast 700 1 Pardo, Robert,|d1951-|tDesign, testing, and optimization of trading systems. 776 08 |iPrint version:|aPardo, Robert, 1951-|tEvaluation and optimization of trading strategies.|b2nd ed.|dHoboken, N.J. : John Wiley, ©2008|w(DLC) 2007038106 830 0 Wiley trading. 856 40 |uhttps://ezproxy.naperville-lib.org/login?url=https:// learning.oreilly.com/library/view/~/9781118045053/?ar |zAvailable on O’Reilly for Public Libraries 938 Askews and Holts Library Services|bASKH|nAH16073970 938 123Library|b123L|n7720 938 Coutts Information Services|bCOUT|n8031211 938 EBL - Ebook Library|bEBLB|nEBL331634 938 ebrary|bEBRY|nebr10225421 938 EBSCOhost|bEBSC|n219825 938 ProQuest MyiLibrary Digital eBook Collection|bIDEB|n121753 938 YBP Library Services|bYANK|n2784812 938 YBP Library Services|bYANK|n12624575 938 YBP Library Services|bYANK|n12669354 994 92|bJFN