Search found 5 matches

by Bob Pardo
Mon Jun 17, 2019 6:56 pm
Forum: Testing and Simulation
Topic: Bob Pardo and Pardo and Company Offer a Full Range of Consulting, Coaching and Mentoring Services
Replies: 0
Views: 65

Bob Pardo and Pardo and Company Offer a Full Range of Consulting, Coaching and Mentoring Services

Pardo & Company offers a full range of consulting services to bridge this gap for traders and trading firms who aspire to be the best in their field. We cover all aspects of technical and quantitative analysis including, strategy creation, design, optimization and validation as well as all aspects o...
by Bob Pardo
Mon Jun 17, 2019 6:42 pm
Forum: Trend Indicators and Signals
Topic: There is a lot going on with Ranger
Replies: 0
Views: 101

There is a lot going on with Ranger

Hello Friends, I am pleased to share some good news. Ranger’s Stock Index Portfolio – SI125 - has continued to perform well. But that’s not all. Some background is relevant here. We built Ranger’s 100% walk-forward analysis track record ending in 2017 and picked the robust strategies as of 12-31-201...
by Bob Pardo
Mon Jun 17, 2019 6:29 pm
Forum: Testing and Simulation
Topic: Walk Forward Analysis
Replies: 4
Views: 2298

Re: Walk Forward Analysis

Hi Bobysyd, Glad that you have found benefit in and use WFA. Another benefit of WFA is to identify optimal IS and OS window sizes. If the ones that you use are markedly superior to longer more "traditional" windows there is nothing wrong with using them as you have been doing. I must say, that with ...
by Bob Pardo
Tue Jun 11, 2019 2:17 pm
Forum: Testing and Simulation
Topic: Walk Forward Analysis
Replies: 4
Views: 2298

Re: Walk Forward Analysis

1. The primary value of walk-forward analysis (WFA) is to prove robustness. The secondary benefit of WFA is to improve performance by adapting to changing market conditions. 2. In the scenario you have described, the strategy sounds robust (however, the devil's in the details, so that is somewhat of...
by Bob Pardo
Mon Nov 05, 2018 1:05 pm
Forum: Trend Indicators and Signals
Topic: Bob Pardo has released Ranger - a powerful, high-end trading strategy program
Replies: 0
Views: 1652

Bob Pardo has released Ranger - a powerful, high-end trading strategy program

Hi All, I recently released a trading strategy product called Ranger. It comes with strategies which are ready to trade plus a very extensive development tutorial for those who want to create their own. We are using it in-house as is. Very powerful. Send me a private message here or an email to the ...