Projects


Projects

Over the years, Bob Pardo and his teams have done a broad range of trading projects. They have ranged from projects taking days or a few weeks to large projects which have spanned years.

A selection of major consulting projects we have delivered include -

  • Translation of a trading strategy into a form which can be computer tested and automated  to validate, evaluate its profitability and risk and trade their strategy objectively if it proves to have a positive expectancy
  • Improvement of an existing strategy to increase the profitability, reduce the risk and increase consistency of returns achieved by our client
  • Validation of an existing strategy to prove that it will very likely produce similar risk adjusted performance in real-time trading thereby providing the client with the confidence to put the strategy into production and to follow it in good times and bad
  • Creation of a risk and portfolio management framework to enhance and stabilize returns and reduce risk in our client’s portfolio
  • Creation of a complete trading strategy and portfolio to either start a client’s trading program to create returns or to diversify our client’s current portfolio and improve returns
  • Adapted, customized and extended our program Advanced Trader for Goldman Sachs over a three-year project
  • Designed, created and validated a multi-strategy asset management platform in a joint-venture with Daiwa Securities of America

This list is by no means exhaustive. Do not let it limit your imagination. At the risk of sounding immodest, Bob Pardo has done it all when it comes to trading. 

The distinction between a project and general coaching and consulting can be a fine line. The easiest way to think about it is that a project will have a definite “shape and form.” In other words, it has a start, a finish and a defined work product.

One type of small project, for example, would be to translate a trading strategy into a specific computer algorithm. In such a form, that formerly unverified strategy can be evaluated for robustness and positive expectancy. It can also be used, once verified, to produce automated trading signals.

Another type of small project would be to take a programed trading strategy and run it through our battery of robustness tests. And, another project that would be an outgrowth of that would be to run that strategy through our testing matrix in order to develop a trading portfolio over a basket of markets. Yet another refinement would be to see if there are improvements that we can make to that strategy. It goes on from there.

And building on the above, yet another type of project could be to take a programed and verified strategy and have us enhance it so that it can be used to create a basket of uncorrelated strategies for one market and then create a basket of strategies for multiple uncorrelated markets.

Those are some ideas. All are taken both from projects we have done for other traders and for out in-house portfolio development.

If you have a need or project in mind, the best thing to do is reach out to Bob to schedule a call. Best to include a description of what is needed. Bob is usually able to do whatever is needed. And, if not, he will tell you. 

Bob calls upon an excellent group of first-tier, highly expert service providers to organize appropriate teams as needed to handle any size project from the small to the very large.

If you would like to schedule a call email Bob and request a complimentary exploratory conversation.