The Evaluation and Optimization of Trading Strategies, 2nd Edition

Acknowledgments

To say that the first edition of this book both occurred at a pivotal point in my life and career and played a seminal role in its further evolution would be an understatement. Be that as it may, I am eternally grateful, however, to all of those who have supported me and from whom I have learned, and leaned on over the years. I am humbled by their generosity.

I must first thank Pamela van Giessen and her very patient and everhelpful assistants Jennifer MacDonald and Kate Wood, and apologize for all of the vexation through which I put them through the many lengthy delays in the delivery of this manuscript. It was a much bigger project than originally anticipated.

I would also like to thank my colleague, Perry Kaufman, who, unbeknownst to him, played a large role in getting me started in technical trading, and who has supported me in ways both small and large over the years.

A warm, and deeply heartfelt, thanks to Bo Thunman, who was there at the beginning and for many stimulating conversations over the years.

A word of thanks in honor and memory of Andrew Dziedzic, a brilliant mind taken from the trading community far too soon. Also to Steve Hendel who made that fascinating and unique project possible. They both exemplified that which has made Goldman Sachs the great firm that it is today.

Special thanks to the friends and colleagues who collectively formed what I affectionately referred to as the Brain Trust. Their endless supply of comments, edits, suggestions, ...