Ebook Free Download | The Evaluation and Optimization of Trading Strategies | This book is precisely written and gives a great educational foundation on the concepts of trading system analysis and proper optimization. TradeStation, TradersStudio and the other testing platforms are tremendous tools and can be used to develop robust trading systems but at the same time they can be quite dangerous to the novice trader. With the computational power and data that it available today, a new system developer can easily get carried away and over curve fit their trading scheme. Bob tells how not to do this. The book also covers the most important performance metrics and how they should be used to determine the robustness of a trading plan. Also Bob has worked with Bill Dunn for many years and this is definitely an indicator that Bob knows what he is writing about. If you are interested in developing robust trading systems or analyzing one to purchase, you can't go wrong buying EOTS.
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