Quantitative Trading: How to Build Your Own Algorithmic Trading Business by Ernie Chan

Quantitative Trading: How to Build Your Own Algorithmic Trading Business by Ernie Chan

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Description

In author Ernest P. Chan’s “Quantitative Trading: How to Build Your Own Algorithmic Trading Business,” he brings out the question if those institutional traders have employed the use of quantitative or algorithmic trading, are the independent traders who do not use such trading system left lagging behind? While Ernest P. Chan is indeed an independent trader himself in “Quantitative Trading: How to Build Your Own Algorithmic Trading Business,” he sheds light on the reasons for this dilemma and reveals that it has indeed been an issue. Further, in his book, he practically teaches traders and aspiring quantitative business owners on how to build an algorithmic trading business. Starting from its inception to launch, “Quantitative Trading: How to Build Your Own Algorithmic Trading Business” provides an in-depth tutorial that is sure to help anyone interested in the subject matter to achieve success. 

About the Author

Dr. Ernest P. Chan is an expert in the application of statistical models and software for trading currencies, futures, and stocks. He also offers training via workshops or individualized consulting. Dr. Chan has built and traded numerous quantitative models for investment banks and hedge funds in the past. He has served individual and institutional clients in Australia, Canada, China, France, India, Israel, Italy, Russia, Singapore, South Africa, the United Kingdom, and the United States since 2006.

Table of Contents

  • Preface
  • Acknowledgements
    • CHAPTER 1: The Whats, Whos, and Whys of Quantitative Trading
    • CHAPTER 2: Fishing for Ideas
    • CHAPTER 3: Backtesting
    • CHAPTER 4: Setting Up Your Business
    • CHAPTER 5: Execution Systems
    • CHAPTER 6: Money and Risk Management
    • CHAPTER 7: Special Topics in Quantitative Trading
    • CHAPTER 8: Conclusion: Can Independent Traders Succeed?
  • APPENDIX A: A Quick Survey of MATLAB
  • Bibliography
  • About the Author
  • Index