Pardo's book is ballin'. Walk Forward Analysis is the key to a successful trading strategy. There isn't really any math in it. I haven't really had much use

Pardo's book is ballin'. Walk Forward Analysis is the key to a successful trading strategy. There isn't really any math in it. I haven't really had much use for math in algo trading so far. I get ideas from looking at historical chart data, code up a base algorithm which implements an idea, and use genetic algorithms to find optimal values for range-bound variables (e.g., a float between 0.995 and 0.997) in the "optimization" step of WFA. I then run WFA across my defined in and out of sample periods on historical tick data directly from my broker (a few gb per year per symbol). The most complex math I've done in trading so far has been writing some R scripts to generate pretty graphs. It's a stretch to call that "math", though. WFA completely changed the game for me. I was aware of curve fitting and tried to avoid it before, but after reading about WFA it was like the wool covering was removed from my eyes...