The evaluation and optimization of trading strategies

The Evaluation and Optimization of Trading Strategies

Volumn , Issue , 2011, Pages 1-334

  Pardo, Robert ^a  

^a Pardo Capital Limited   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85100692159     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1002/9781119196969     Document Type: Book

References (13)

1. From the Prediction Company web site, predict.com/html/company.html
2. Robert Pardo, The Trading Game (Hoboken, NJ: John Wiley & Sons, 2009).
3. Perry Kaufman, Smarter Trading (New York: McGraw-Hill, 1995), 22.
4. Sam Kash Kachigan, Statistical Analysis: An Interdisciplinary Introduction to Univariate & Multivariate Methods (New York: Radius Press, 1986), 145.
5. William Poundstone, Fortunes Formula (New York: Hill and Wang, 2005) last plate, before page 149.
6. Roger Lowenstein: When Genius Failed (New York: Random House, 2001).
7. P.J. van Laarhoven and E.H. Aarts, Simulated Annealing: Theory and Applications (New York: Springer, 1987).
8. David Goldberg, Genetic Algorithms in Search, Optimization & Machine Learning (Reading, MA: Addison-Wesley, 1989).
9. Lawrence Davis, Handbook of Genetic Algorithms (New York: Van Nostrand Reinhold, 1991)
10. Biologically Inspired Algorithms for Financial Modeling, by Anthony Brabazon and Michael O’Neill (New York: Springer-Verlag, 2006).
11. James Kennedy, Russell C. Eberhart, and Yuhui Shi, Swarm Intelligence (San Francisco: Morgan Kaufman Publishers, 2001).
12. The (Mis)Behavior of Markets: A Fractal View of Risk, Ruin And Reward by Benoit B. Mandelbrot and Richard L. Hudson (New York: Perseus Books Group, 2006).
13. Modeling Maximum Trading Profits in C++ (Hoboken, NJ: John Wiley & Sons, 2007)