Quantitative Trading: How to Build Your Own Algorithmic Trading Business, 2nd edition
Ernest P. Chan, QTS Capital Management, LLC
John Wiley & Sons, Inc., 2021
ISBN: 9781119800064;
Language: English
In Quantitative Trading, quant trading expert Dr. Ernest P. Chan shows you how to apply both time-tested and novel quantitative trading strategies to develop or improve your own trading firm.
The book discusses new case studies and updated information on the application of cutting-edge machine learning investment techniques, as well as:
- Updated back tests on a variety of trading strategies
- A new technique on optimizing parameters with changing market regimes using machine learning.
- A guide to selecting the best traders and advisors to manage your money
MATLAB is used to solve application examples in the text, with some examples using functions from Statistics and Machine Learning Toolbox and Datafeed Toolbox.
