Bob Pardo is the President and CEO of Pardo Capital Management, LLC and is its primary strategist and portfolio manager. Bob has been instrumental in laying the initial foundations of what have become industry-wide algorithmic software applications, advancing how systematic trading is done today.
Bob expressed his ideas about the testing and development of trading systems in his highly regarded book titled The Design, Testing and Optimization of Trading Systems (DTOTS), published by J. Wiley & Sons in 1991. This book — referred to in the industry as the “Black Bible” — has long enjoyed the international acclaim of the trading community and is widely considered a trading classic. He updated DTOTS in 2007 in a renamed and greatly expanded 2nd edition The Evaluation and Optimization of Trading Strategies.
Most recently, he was featured as one of the top traders of 2008 in Futures magazine.