The book brings up key topics in developing quantitative models such as problems of overfitting and regime shifts. However, I doubt anything in the book would result in consistent profits. The author puts forth cointegation as a useful way too model price behavior; however, his metric in analyzing
Quantitative trading : how to build your own algorithmic trading business
โ Scribed by Ernest P Chan
- Publisher
- John Wiley & Sons
- Year
- 2009
- Tongue
- English
- Leaves
- 181
- Series
- Wiley trading series
- Category
- Library
No coin nor oath required. For personal study only.
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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 <i>Quantitative Trading</i>, Dr. Ernest Chan, a respected indepen
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