Podcasts about walk forward analysis

In this riveting episode, we dive into the world of algorithmic trading with one of its pioneers - Robert Pardo. With decades of market analysis and strategy creation under his belt, Pardo is an expert high-performance trader, application professional, and the founder of Pardo & Company. A man of stellar reputation, his trading program XT99 Diversified has been recognized for its top-tier performance over and again. Robert Pardo, widely recognized as a trading industry titan, has been a consultant to prestigious trading firms such as Goldman Sachs and Daiwa Securities America. His groundbreaking efforts in the industry are unsurpassed, particularly his creation of Walk Forward Analysis - the gold standard in strategy validation.   Get all links here  What are Your Questions Algo Trading Legend - Robert Pardo - QUANTLABS.NET  In this enlightening podcast episode, we offer the opportunity for our listeners to forward their pressing questions to this industry pundit by emailing us. Don't miss this chance to gain invaluable insights from an industry legend. Send us your questions, subscribe to our podcast to keep abreast of this impending interview, and join our discord server for engaging trading discourse. Also, get free trading book PDFs at quantlabs.net/books. Stay tuned as we have a new, advanced, and highly flexible website in the works that will provide a customized strategy integrating seamlessly with our current strategies and analysis. We are excited to bring you something truly special so watch this space!  

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Robert Pardo to człowiek legenda w świecie tradingu. Współpracował z najlepszymi funduszami hedge na świecie jak np. Dunn Capital Management, czy bankami inwestycyjnymi jak Goldman Sachs. Robert jest pionierem handlu opartego na algorytmach oraz twórcą tzw. Walk Forward Analysis. W oparciu o to podejście rynkowe w samym tylko roku 2008 podczas krachu światowej ekonomii zarobił 142%.Strona odcinka: https://systemtrader.pl/019

Robert Pardo to człowiek legenda w świecie tradingu. Współpracował z najlepszymi funduszami hedge na świecie jak np. Dunn Capital Management, czy bankami inwestycyjnymi jak Goldman Sachs. Robert jest pionierem handlu opartego na algorytmach oraz twórcą tzw. Walk Forward Analysis. W oparciu o to podejście rynkowe w samym tylko roku 2008 podczas krachu światowej ekonomii zarobił 142%.Strona odcinka: https://systemtrader.pl/019

Robert Pardo is a legendary trader and long-term hedge fund manager. He worked with global firms like Goldman Sachs and Dunn Capitals Management. He’s a pioneer in algorithmic trading and inventor of Walk Forward Analysis. Using his excellent trading system and sound risk management he made 142% return in 2008 and was a Trader of the Year – Futures 2008.Today we discuss various trading topics, including the reliable testing methodology — Walk Forward Analysis.Enjoy the show!

Robert Pardo is a legendary trader and long-term hedge fund manager. He worked with global firms like Goldman Sachs and Dunn Capitals Management. He’s a pioneer in algorithmic trading and inventor of Walk Forward Analysis. Using his excellent trading system and sound risk management he made 142% return in 2008 and was a Trader of the Year – Futures 2008.Today we discuss various trading topics, including the reliable testing methodology — Walk Forward Analysis.Enjoy the show!

In today’s BTA podcast episode, we’re joined by a trading legend… Someone who knows what it takes to be the best… Someone with a trading career that spans almost 40 years and has won numerous awards for outstanding trading performance… Someone who has even consulted to power-house firms such as Goldman Sachs… AND he pioneered the use of ‘Walk Forward Analysis’ too! That’s right, today we’re honored to be joined by special guest Robert (Bob) Pardo. Not only has Bob had a HUGE impact on the trading community, he’s also learned what it takes to become a successful trader and he’s going to spill the beans and share some valuable insights with us today. Here’s what you’ll discover in our chat: The differences between the institutional world and the retail trader, and what the retail trader can apply to their own trading, How Bob’s trading insights have changed since the release of his book in the 1990s, What key aspects you should watch when creating your own strategies to avoid failure, How Bob constantly improves himself and his trading performance.

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

Today we’re covering a topic which can really be a concern for traders of all levels, from beginner to pro, and that is the topic of strategy evaluation. Have you ever found that real-life performance does not match expected results? Or perhaps you have a strategy that is stuck in a drawdown and wondering if it’s actually broken? I’m sure we’ve all heard of data mining bias, over-optimization and curve fitting and the impacts this can have on our trading accounts. We may be even using techniques such as Out Of Sample testing, Walk Forward Analysis, Monte Carlo analysis and a number of other measures to identify or reduce the impact of these issues, but do these approaches actually work? Are there limitations or dangers with these techniques? Are there better ways? In this episode we talk to someone who evaluates trading systems for a living, plus his research into system evaluation techniques has won awards. The guest is Dave Walton. Dave was the winner of the Wagner award in 2014 for a paper titled ‘Know your system – turning data mining bias to benefit through System Parameter Permutation’. In our chat today we talk about the technique in his paper and how it can be applied to trading strategy evaluation. We also discuss some of the assumptions and limitations of the approach, and he shares with us some valuable insights he’s made since publishing the paper which have resulted in an updated approach he now considers a better alternative, so make sure you listen out for that. Topics discussed How the typical approaches to system development can introduce datamining bias without you knowing The types of systems that can increase the chance of data mining bias and what to look for How the method of splitting your out of sample data could be causing you to throw away good strategies Out of sample, walk forward analysis and Monte Carlo - do they actually reduce data mining bias? The problems with using Monte Carlo analysis to assess strategy performance and why it doesn’t protect from overfitting System Parameter Permutation - how to use it, why use the median, parameter range selection and new insights since the SPP paper was published How System Parameter Randomization solves some of the issues of System Parameter Permutation Stochastic modelling and how it can be used to determine if a rule is adding value to your strategy

My guest today is Bob Pardo of Pardo & Company Limited, a world-class and celebrated asset manager, consultant, strategy development expert, and the creator of Walk-Forward Analysis and the Pardo Validation Process. The topic is his book The Evaluation and Optimization of Trading Strategies. In this episode of Trend Following Radio we discuss: Pardo's beginnings, his philosophies, and the idea of risk Jump in! --- I'm MICHAEL COVEL, the host of TREND FOLLOWING RADIO, and I'm proud to have delivered 10+ million podcast listens since 2012. Investments, economics, psychology, politics, decision-making, human behavior, entrepreneurship and trend following are all passionately explored and debated on my show. To start? I'd like to give you a great piece of advice you can use in your life and trading journey… cut your losses! You will find much more about that philosophy here: https://www.trendfollowing.com/trend/ You can watch a free video here: https://www.trendfollowing.com/video/ Can't get enough of this episode? You can choose from my thousand plus episodes here: https://www.trendfollowing.com/podcast My social media platforms: Twitter: @covel Facebook: @trendfollowing LinkedIn: @covel Instagram: @mikecovel Hope you enjoy my never-ending podcast conversation!