作者简介

Dr. Ernest P. Chan, is an expert in the application of statistical models and software for trading currencies, futures, and stocks. He manages a hedge fund and SMAs at QTS Capital Management, LLC. and a financial machine learning SaaS Predictnow.ai. Dr. Chan has built and traded numerous quantitative models for investment banks and hedge funds in the past. He has served individual and institutional clients in Australia, Canada, China, France, India, Israel, Italy, Russia, Singapore, South Africa, the United Kingdom, and the United States since 2006.

内容简介

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.


Dr. Ernest P. Chan, is an expert in the application of statistical models and software for trading currencies, futures, and stocks. He manages a hedge fund and SMAs at QTS Capital Management, LLC. and a financial machine learning SaaS Predictnow.ai. Dr. Chan has built and traded numerous quantitative models for investment banks and hedge funds in the past. He has served individ...

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豆瓣评论

  • 开大火翻炒均匀
    useful for independent trader04-02
  • 望远观微
    相对于很多量化入门书,给这本五颗星。英文简单易懂,穿插着作者曾经在投行和hedge fund的经历。虽然具体策略部分有点蜻蜓点水,但作为入门介绍书做到这样也可以了。比如SVM,具体可以再参考其他资料。个人认为这本书最大的一个优点是,不断鼓励个人破除对量化交易的畏惧,建立信心,由简单入门,循序渐进。07-07

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