Algorithmic Trading
  • Author : Ernie Chan
  • Release Date : 28 May 2013
  • Publisher : John Wiley & Sons
  • Genre : Business & Economics
  • Pages : 227
  • ISBN 13 : 9781118460146

Algorithmic Trading Book Summary

Praise for Algorithmic Trading "Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life with actual trading strategies, which give the reader insight into how and why each strategy was developed, how it was implemented, and even how it was coded. This book is a valuable resource for anyone looking to create their own systematic trading strategies and those involved in manager selection, where the knowledge contained in this book will lead to a more informed and nuanced conversation with managers." —DAREN SMITH, CFA, CAIA, FSA, President and Chief Investment Officer, University of Toronto Asset Management "Using an excellent selection of mean reversion and momentum strategies, Ernie explains the rationale behind each one, shows how to test it, how to improve it, and discusses implementation issues. His book is a careful, detailed exposition of the scientific method applied to strategy development. For serious retail traders, I know of no other book that provides this range of examples and level of detail. His discussions of how regime changes affect strategies, and of risk management, are invaluable bonuses." —Roger Hunter, Mathematician and Algorithmic Trader

Algorithmic Trading

Algorithmic Trading

Author : Ernie Chan
Publisher : John Wiley & Sons
Genre : Business & Economics
Total View : 7353 Views
File Size : 54,7 Mb
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Praise for Algorithmic Trading "Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life ...

Machine Learning for Algorithmic Trading

Machine Learning for Algorithmic Trading

Author : Stefan Jansen
Publisher : Packt Publishing Ltd
Genre : Computers
Total View : 2467 Views
File Size : 55,6 Mb
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Leverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio. Key FeaturesDesign, train, and evaluate machine learning algorithms that underpin automated trading strategiesCreate a research and strategy development process to apply predictive modeling to ...

Quantitative Trading

Quantitative Trading

Author : Ernest P. Chan
Publisher : Unknown
Genre : Investment analysis
Total View : 532 Views
File Size : 41,6 Mb
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"While institutional traders continue to implement quantitative (or algorithmic) trading, many independent traders have wondered if they can still challenge powerful industry professionals at their own game? The answer is "yes," and in Quantitative Trading, Dr. Ernest Chan, a respected independent trader and consultant, will show you how. Whether you're ...

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Publisher : Cambridge University Press
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A straightforward guide to the mathematics of algorithmic trading that reflects cutting-edge research....

The Science of Algorithmic Trading and Portfolio Management

The Science of Algorithmic Trading and Portfolio Management

Author : Robert Kissell
Publisher : Academic Press
Genre : Business & Economics
Total View : 9812 Views
File Size : 45,5 Mb
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The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build ...

Python for Algorithmic Trading

Python for Algorithmic Trading

Author : Yves Hilpisch
Publisher : O'Reilly Media
Genre : Computers
Total View : 9475 Views
File Size : 46,9 Mb
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Algorithmic trading, once the exclusive domain of institutional players, is now open to small organizations and individual traders using online platforms. The tool of choice for many traders today is Python and its ecosystem of powerful packages. In this practical book, author Yves Hilpisch shows students, academics, and practitioners how ...

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Algorithmic Trading and Quantitative Strategies

Author : Raja Velu
Publisher : CRC Press
Genre : Business & Economics
Total View : 682 Views
File Size : 44,9 Mb
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Algorithmic Trading and Quantitative Strategies provides an in-depth overview of this growing field with a unique mix of quantitative rigor and practitioner’s hands-on experience. The focus on empirical modeling and practical know-how makes this book a valuable resource for students and professionals. The book starts with the often overlooked ...

Learn Algorithmic Trading

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Author : Sourav Ghosh,Sebastien Donadio
Publisher : Unknown
Genre : Computers
Total View : 4523 Views
File Size : 51,7 Mb
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Understand the fundamentals of algorithmic trading to apply algorithms to real market data and analyze the results of real-world trading strategies Key Features Understand the power of algorithmic trading in financial markets with real-world examples Get up and running with the algorithms used to carry out algorithmic trading Learn to ...