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Robert E Pardo

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Name
  
Robert Pardo

Role
  
Author


Books
  
The Evaluation and Optimization of Trading Strategies, Design, Testing, and Optimization of Trading Systems

Education
  
Northwestern University

Robert Pardo (born 26 April 1951) is an American investor and author. He received his B.A. in History, Philosophy, and Sociology from Northwestern University. Pardo is a recognized expert in the design and testing of trading strategies and computerized trading applications. He began his career developing systematic trading software in the early 1980s. He wrote the first edition of Design, Testing, and Optimization of Trading in 1991 and released the second edition in 2008 published by Wiley Trading. He had originally discussed the concept of Walk Forward Optimization which is an important aspect in present trading markets.

Publications

  • The Evaluation and Optimization of Trading Strategies 2nd edition, Wiley Trading (February 8, 2008), hardcover, 334 pages ISBN 0470128011 ISBN 978-0470128015
  • There is an earlier edition published in 1992, see Books by Robert Pardo
  • References

    Robert E. Pardo Wikipedia