π STS 007 – Robert Pardo: legendary trader and long-term hedge fund manager
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 this episode
- Robert career as a professional trader
- How Walk Forward Analysis may improve our trading strategies
- Why Robert is not using some popular technics like Monte Carlo and Genetic Programming
- What Robert thinks about discretionary trading
- What is Ranger
Some useful links
- Pardo Capital Limited – Robert’s website
- Some services offered by Robert
- Recommended literature
- The Evaluation and Optimization of Trading Strategies, 2nd Edition, Robert Pardo, 2008
Comments are welcome!
I encourage you to comment on this episode. You can do this by pressing the button below. Please also visit my profile on Twitter. π
I really count on your voice! Thank you! π
Do you like what you see?
If you want me to inform you next time I have a new article/podcast episode, sign up below for my newsletter!