Book description
Master the lucrative discipline of quantitative trading with this insightful handbook from a master in the field
In the newly revised Second Edition of Quantitative Trading: How to Build Your Own Algorithmic Trading Business, 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.
You'll discover 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, with included Python and R code examples
- 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
Perfect for independent retail traders seeking to start their own quantitative trading business, or investors looking to invest in such traders, this new edition of Quantitative Trading will also earn a place in the libraries of individual investors interested in exploring a career at a major financial institution.
Table of contents
- Cover
- Title Page
- Copyright
- Dedication
- Preface to the 2nd Edition
- Preface
- Acknowledgments
- 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
- MEAN-REVERTING VERSUS MOMENTUM STRATEGIES
- REGIME CHANGE AND CONDITIONAL PARAMETER OPTIMIZATION
- STATIONARITY AND COINTEGRATION
- FACTOR MODELS
- WHAT IS YOUR EXIT STRATEGY?
- SEASONAL TRADING STRATEGIES
- HIGH-FREQUENCY TRADING STRATEGIES
- IS IT BETTER TO HAVE A HIGH-LEVERAGE VERSUS A HIGH-BETA PORTFOLIO?
- SUMMARY
- REFERENCES
- CHAPTER 8: Conclusion
- APPENDIX: A Quick Survey of MATLAB
- Bibliography
- About the Author
- Index
- End User License Agreement
Product information
- Title: Quantitative Trading, 2nd Edition
- Author(s):
- Release date: July 2021
- Publisher(s): Wiley
- ISBN: 9781119800064
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