The evaluation and optimization of trading strategies /

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 mecha...

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Bibliographic Details
Main Authors: Pardo, Robert, 1951
Corporate Authors: Wiley InterScience Online service
Group Author: Pardo, Robert, 1951-
Published: John Wiley,
Publisher Address: Hoboken, N.J. :
Publication Dates: 2008.
Literature type: eBook
Language: English
Edition: Second edition.
Series: Wiley trading.
Subjects:
Online Access: http://onlinelibrary.wiley.com/book/10.1002/9781119196969
Summary: 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.
Carrier Form: 1 online resource (xxx, 334 pages) : illustrations.
Bibliography: Includes bibliographical references (pages 319-321 and index.
ISBN: 9781119196969
1119196965
0470262850
9780470262856
9781118045053
111804505X
Index Number: HG4515
CLC: F830.9
Contents: 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 PERFORMANC