Ernie Chan - Algorithmic Trading: Winning Strategies and Their Rationale
Published: 2013-05-28 | ISBN:
1118460146 | PDF | 224 pages | 8 MB
In his well-received first book Quantitative Trading, Dr.
Ernest Chan addressed the essential techniques an algorithmic trader
needs to succeed at this demanding endeavor. While some useful example
strategies were presented throughout, they were not the main focus of
the book.
With this in mind, Dr. Chan has created a practical guide to
algorithmic trading strategies that can be readily implemented by both
retail and institutional traders alike. More than an academic treatise
on financial theory, Algorithmic Trading is an accessible resource that
blends some of the most useful financial research done in the last few decades with valuable insights Dr. Chan has gained from actually exploiting some of those theories in live trading.
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