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Wiley Trading Ser.: Quantitative Trading : How to Build Your Own Algorithmic Trading Business by Ernie Chan (2008, Hardcover)

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Release Date: 2008-11-17. Condition: Used: Excellent. Author: Chan, Ernie. Qty Available: 1.

About this product

Product Information

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.

Product Identifiers

Publisher
Wiley & Sons, Incorporated, John
ISBN-10
0470284889
ISBN-13
9780470284889
eBay Product ID (ePID)
66891022

Product Key Features

Book Title
Quantitative Trading : How to Build Your Own Algorithmic Trading Business
Author
Ernie Chan
Format
Hardcover
Language
English
Topic
Finance / General, Investments & Securities / Analysis & Trading Strategies, Investments & Securities / Stocks, Investments & Securities / General
Publication Year
2008
Genre
Business & Economics
Number of Pages
208 Pages

Dimensions

Item Length
9.1in
Item Height
0.9in
Item Width
6.3in
Item Weight
14.4 Oz

Additional Product Features

Series Volume Number
381
Lc Classification Number
Hg4529.C445 2009
Table of Content
Preface. Acknowledgments. Chapter 1: The Whats, Whos, and Whys of Quantitative Trading. Who Can Become A Quantitative Trader? The Business Case for Quantitative Trading. Scalability. Demand on Time. The Nonnecessity of Marketing. The Way Forward. Chapter 2: Fishing for Ideas. How to Identify a Strategy That Suits You. Your Working Hours. Your Programming Skills. Your Trading Capital. Your Goal. A Taste for Plausible Strategies and Their Pitfalls. How Does It Compare with a Benchmark and How Consistent Are Its Returns? How Deep and Long is the Drawdown? How Will Transaction Costs Affect the Strategy? Does the Data Suffer from Survivorship Bias? How Did the Performance of the Strategy Change Over the Years? Does the Strategy Suffer from Data-Snooping Bias? Does the Strategy "Fly under the Radar" of Institutional Money Managers? Summary. Chapter 3: Backtesting. Common Backtesting Platforms. Excel. MATLAB. TradeStation. High-End Backtesting Platforms. Finding and Using Historical Databases. Are the Data Split- and Dividend-Adjusted? Are the Data Survivorship Bias Free? Does Your Strategy Use High and Low Data? Performance Measurement. Common Backtesting Pitfalls to Avoid. Look-Ahead Bias. Data-Snooping Bias. Transaction Costs. Strategy Refinement. Summary. Chapter 4: Setting up Your Business. Business Structure: Retail or Proprietary? Choosing a Brokerage or Proprietary Trading Firm. Physical Infrastructure. Summary. Chapter 5: Execution Systems. What an Automated Trading System Can Do for You. Building a Semiautomated Trading System. Building a Fully Automated Trading System. Minimizing Transaction Costs. Testing Your System by Paper Trading. Why Does Actual Performance Diverge from Expectations? Summary. Chapter 6: Money and Risk Management. Optimal Capital Allocation and Leverage. Risk Management. Psychological Preparedness. Summary. Appendix: A Simple Derivation of the Kelly Formula when Return Distribution is Gaussian. Chapter 7: Special Topics in Quantitative Trading. Mean-Reverting versus Momentum Strategies. Regime Switching. 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. Chapter 8: Conclusion: Can Independent Traders Succeed? Next Steps. Appendix: A Quick Survey of MATLAB. Bibliography. About the Author. Index.
Copyright Date
2009
Lccn
2008-020125
Dewey Decimal
332.64
Intended Audience
Trade
Series
Wiley Trading Ser.
Dewey Edition
22
Illustrated
Yes

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item 1 A10 Quantitative Trading: How to Build Your Own Algorithm by Chan Ernie Hardback
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item 2 Quantitative Trading: How to Build Your Own Algorithm... by Chan, Ernie Hardback
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item 5 QUANTITATIVE TRADING: HOW TO BUILD YOUR OWN ALGORITHMIC By Ernie Chan BRAND NEW
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5 out of 5 stars
by housemopJan 15, 2023
good
great
Verified purchase: Yes | Condition: Pre-owned
2 out of 5 stars
by carolyn312Jan 08, 2010
quantitative trading
I read an article that was an interview with the author and was impressed, so I decided to buy his book. The information in the book was not at all what I expected. The technicals are way too complicated for the adverage trader. I would not recommend the book to any of my trading friends.

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