Algorithmic TradingErnie Chan
Algorithmic Trading
by Ernie Chan · first published 2013
3mentions
2recommended by
3HN commenters
2011–2023first – last mentioned
67% recommend33% neutral
Algorithmic Trading provides an understanding of the core concepts in quantitative trading, an understanding of the process of using mathematics and statistics to analyze the profitability of a trading model, a hands on experience of how backtesting is done, and an understanding of pair trading in stocks, ETFs, futures and currencies. Chan shows investors how to use Excel and MatLab to build their own algo trading tools, as well as FX1, an FX trading platform growing in popularity.He also shows investors how to conduct quantitative research and analysis, and turn quantitative trading strategie
Affiliate links. As an Amazon Associate I earn from qualifying purchases.
…side). In that vein, Ernest P. Chan's books will give you the toolkit to begin, and then you can figure out the rest as-needed. Quantitative Trading (2nd), Chan I believe is the first in the series. Algorithmic Trading I believe is the second. And Machine Trading is the last.
on “Most Important Papers for Quantitative Traders” ↗Ernie Chan's book, "Quantitative Trading: How to Build Your Own Algorithmic Trading Business ", is a good starting point. It's a nice blend of theory and pragmatic practice. Chan provides example implementations in Matlab to help readers get started. http://www.amazon.com/Quantitative-Trading-Build-Algorithmic...…
on “Good books for hackers interested in quant finance?” ↗…Never Split the Difference: Negotiating as if Your Life Depended on it Alpha Masters Fooling Some of the People All of Time Dark Pools When Genius Failed Advances in Financial Machine Learning Algorithmic Trading Other: Getting Things Done: The Art of Stress-Free productivity Mythology: Timeless Tales of Gods and Heroes Chaos: Making a New Science Networks, Crowds, and Markets: Reasoning about a Highly Connected…
on “Ask HN: Books you plan to read in 2020?” ↗