060 – Strategy Optimization with Robert Pardo

bob

Why is it that some traders can create trading strategies that perform well in real-time trading while other strategies fall apart?

How do some traders keep their trading strategies fresh and adaptive to market conditions while other strategies just stop working altogether?

Robert Pardo, president of Pardo Capital, author of the book ‘The Evaluation and Optimization of Trading Strategies’ and creator of the ‘Walk Forward Analysis’ approach, is here to chat about creating and optimizing strategies that are robust and continue to work in the future.

In our chat today, you will learn:

  • Common mistakes traders make that can cause strategies to fail in real-time trading
  • The dangers of traditional optimization techniques and how they can be reduced and even overcome
  • How to determine if a strategy really is robust, while keeping it fresh and adapting to market conditions

Pardo & Company Consulting

Pardo & Company offers a full range of consulting services, covering all aspects of technical and quantitative analysis including, strategy creation, design, optimization and validation as well as all aspects of risk and portfolio management. Click here to learn more.

pardologo

Resources mentioned in this episode

Share a quote with your friends

Got A Question, Topic or Guest you want to see on the Podcast?

Do you have a specific question, topic or guest you’d like to see on a future podcast episode?

Click here and submit your suggestion for a chance to have it featured on an upcoming podcast episode.

Get the Transcript


Subscribe to Better System Trader and never miss another episode!

subscribe-with-itunes-buttonstitchersoundcloudandroid

Please support the podcast by giving an honest Rating/Review for the show on iTunes!