Quantitative Trading (Chan)

Guide on building strategies like momentum. Teaches proper backtesting methods.

Quantitative Trading by Dr. Ernest Chan

Institutional traders use quantitative and algorithmic trading to execute market strategies. Dr. Ernest Chan, an independent trader and consultant, provides a guide for individuals to implement similar methods. The text is intended for independent retail traders starting a trading business or individuals seeking employment as quantitative traders at financial institutions.

This guide contains practical information regarding the requirements for quantitative trading. It addresses how independent traders can operate in markets populated by industry professionals. The content focuses on the technical and business aspects of establishing a quantitative framework.

Category: Books. Format: Book.