Cart
Free US shipping over $10
Proud to be B-Corp

Machine Trading Ernest P. Chan (Cornell University)

Machine Trading By Ernest P. Chan (Cornell University)

Machine Trading by Ernest P. Chan (Cornell University)


$98.64
Condition - Well Read
Only 1 left

Summary

Dive into algo trading with step-by-step tutorials and expert insight Machine Trading is a practical guide to building your algorithmic trading business.

Faster Shipping

Get this product faster from our US warehouse

Machine Trading Summary

Machine Trading: Deploying Computer Algorithms to Conquer the Markets by Ernest P. Chan (Cornell University)

Dive into algo trading with step-by-step tutorials and expert insight

Machine Trading is a practical guide to building your algorithmic trading business. Written by a recognized trader with major institution expertise, this book provides step-by-step instruction on quantitative trading and the latest technologies available even outside the Wall Street sphere. You'll discover the latest platforms that are becoming increasingly easy to use, gain access to new markets, and learn new quantitative strategies that are applicable to stocks, options, futures, currencies, and even bitcoins. The companion website provides downloadable software codes, and you'll learn to design your own proprietary tools using MATLAB. The author's experiences provide deep insight into both the business and human side of systematic trading and money management, and his evolution from proprietary trader to fund manager contains valuable lessons for investors at any level.

Algorithmic trading is booming, and the theories, tools, technologies, and the markets themselves are evolving at a rapid pace. This book gets you up to speed, and walks you through the process of developing your own proprietary trading operation using the latest tools.

  • Utilize the newer, easier algorithmic trading platforms
  • Access markets previously unavailable to systematic traders
  • Adopt new strategies for a variety of instruments
  • Gain expert perspective into the human side of trading

The strength of algorithmic trading is its versatility. It can be used in any strategy, including market-making, inter-market spreading, arbitrage, or pure speculation; decision-making and implementation can be augmented at any stage, or may operate completely automatically. Traders looking to step up their strategy need look no further than Machine Trading for clear instruction and expert solutions.

About Ernest P. Chan (Cornell University)

ERNEST P. CHAN is the managing member of QTS Capital Management, LLC, a commodity pool operator and trading advisor since 2011. An alumnus of Morgan Stanley and Credit Suisse, he received his PhD in physics from Cornell University, and was a researcher in machine learning at IBM's T. J. Watson Research Center before joining the financial industry. He is the author of Quantitative Trading and Algorithmic Trading. Find out more about Ernie at www.epchan.com.

Table of Contents

Preface ix

Chapter 1 The Basics of Algorithmic Trading 1

Chapter 2 Factor Models 27

Chapter 3 Time-Series Analysis 59

Chapter 4 Artificial Intelligence Techniques 83

Chapter 5 Options Strategies 119

Chapter 6 Intraday Trading and Market Microstructure 159

Chapter 7 Bitcoins 201

Chapter 8 Algorithmic Trading Is Good for Body and Soul 215

Bibliography 227

About the Author 235

Index 237

Additional information

CIN1119219604A
9781119219606
1119219604
Machine Trading: Deploying Computer Algorithms to Conquer the Markets by Ernest P. Chan (Cornell University)
Used - Well Read
Hardback
John Wiley & Sons Inc
2017-03-17
272
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book. We do our best to provide good quality books for you to read, but there is no escaping the fact that it has been owned and read by someone else previously. Therefore it will show signs of wear and may be an ex library book

Customer Reviews - Machine Trading