Machine TradingErnest P. Chan
Machine Trading
by Ernest P. Chan · first published 2016
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2018–2023first – last mentioned
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…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” ↗…C++: "The C++ Programming Language", Stroustrup "Programming: Principles and Practice Using C++", Stroustrup Quant: "Quantitative Trading", Dr. Ernest Chan "Algorithmic Trading", Dr. Ernest Chan "Machine Trading: Deploying Computer Algorithms to Conquer the Markets", Dr. Ernest Chan "Advances in Financial Machine Learning", Marcos Lopez de Prado "Options, Futures and Other Derivatives (10th edition)", John…
on “Ask HN: What books do you keep on your desk?” ↗