By some estimates, quantitative (or algorithmic) trading now accounts for over one-third of trading volume in the United States. While institutional traders continue to implement this highly effective approach, many independent traders—with limited resources and less computing power—have wondered if they can still challenge powerful industry professionals at their own game? The...
By some estimates, quantitative (or algorithmic) trading now accounts for over one-third of trading volume in the United States. While institutional traders continue to implement this highly effective approach, many independent traders—with limited resources and less computing power—have wondered if they can still challenge powerful industry professionals at their own game? The answer is "yes," and in Quantitative Trading, author Dr. Ernest Chan, a respected independent trader and consultant, will show you how.
Whether you're an independent "retail" trader looking to start your own quantitative trading business or an individual who aspires to work as a quantitative trader at a major financial institution, this practical guide contains the information you need to succeed.
Organized around the steps you should take to start trading quantitatively, this book skillfully addresses how to:
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Find a viable trading strategy that you're both comfortable with and confident in
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Backtest your strategy—with MATLAB®, Excel, and other platforms—to ensure good historical performance
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Build and implement an automated trading system to execute your strategy
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Scale up or wind down your strategies depending on their real-world profitability
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Manage the money and risks involved in holding positions generated by your strategy
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Incorporate advanced concepts that most professionals use into your everyday trading activities
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And much more
While Dr. Chan takes the time to outline the essential aspects of turning quantitative trading strategies into profits, he doesn't get into overly theoretical or sophisticated theories. Instead, he highlights the simple tools and techniques you can use to gain a much-needed edge over today's institutional traders.
And for those who want to keep up with the latest news, ideas, and trends in quantitative trading, you're welcome to visit Dr. Chan's blog, epchan.blogspot.com, as well as his premium content Web site, epchan.com/subscriptions, which you'll have free access to with purchase of this book.
As an independent trader, you're free from the con-straints found in today's institutional environment—and as long as you adhere to the discipline of quantitative trading, you can achieve significant returns. With this reliable resource as your guide, you'll quickly discover what it takes to make it in such a dynamic and demanding field.
作者简介
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这是一本由www.epchan.com的创始人Ernest P. Chan撰写的量化投资理论的matlab技术实现的巨著，之中的很多观点非常新颖，他的量化投资策略在近些年的金融及债务危机中获得了十分优良的收益。值得技术开发者作为知识扩充储备来阅读
If you wish to be a quant, and yet you are very new of this area, with not enough knowledge, I think this book is quite a good one for you to start with.
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# Overview 很不错的入门书籍. # Review 以下评论[1] Quantitative Trading by Ernest Chan - This is one of my favourite finance books. Dr. Chan provides a great overview of the process of setting up a "retail" quantitative trading system, using MatLab or Exce...
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0 有用 orlando 2012-02-13 22:33:15
开始时没感觉，看了ernie的网站后收获很多
0 有用 李斌 2011-06-10 18:15:28
不错的入门书籍，通俗易懂
0 有用 梅文女王殿下 2009-10-25 10:30:35
2009年1月读 薄薄一本书，卖得还挺贵，谁让时下automated trading这么热呢？作为入门，给本科生的教材，大体讲得还不错。不过已经是trader了就觉得太浅了。
1 有用 郭少 2017-07-03 10:23:14
非常适合现代自由职业者。做独立交易员没有门槛：待在家，有电脑，连上网线即可。无需合作伙伴，一个人便能完成所有工作。只要拥有足够的知识，技能和心理素质，就能找到那些理论上永远存在，时隐时现的盈利机会。
0 有用 冷眼旁观 2011-07-15 23:16:46
写得挺好，启蒙了
0 有用 没有昵称 2024-02-15 13:09:22 江苏
不错的入门书籍，之后再读一遍
0 有用 奔跑的兔子 2024-01-19 00:59:32 北京
感觉比较入门的读物，但是作者分享了很多具体案例和代码，解释也非常清楚。但如果是想深入挖掘感觉还是不太够
0 有用 猫的猫次方 2023-11-29 15:41:25 上海
bias部分不错，就是框架粗到写不了几个函数～
0 有用 vuiBGmj 2023-07-28 20:13:28 浙江
白女票的还说啥呢，感谢，入门打基础，可以速刷
0 有用 wangleineo 2023-05-04 15:49:29 广东
很多概念似懂非懂，看来还要学更加基础的资料。