ernie chan algorithmic trading winning strategies and their rationale

Algorithmic Trading: Winning Strategies and Their Rationale

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Praise for Algorithmic Trading

"Algorithmic Trading is an insightful book on quantitative trading written aside a experient practitioner. What sets this book apart from many others in the space is the emphasis on real examples as conflicting to just hypothesis. Concepts are not only described, they are brought to life with actual trading strategies, which give the reader insight into how and wherefore each scheme was developed, how it was implemented, and even how it was coded. This book is a valuable resource for anyone superficial to produce their own regular trading strategies and those involved in manager selection, where the cognition contained in that Good Book leave lead to a more informed and nuanced conversation with managers."

—DAREN David Smith, CFA, CAIA, FSA, President and Chief Investment Officer, University of Toronto Asset Management

"Victimisation an excellent selection of mean reversion and impulse strategies, Ernie explains the principle behind all one, shows how to test it, how to improve IT, and discusses implementation issues. His Holy Scripture is a careful, elaborate exposition of the technological method applied to strategy ontogeny. For serious retail traders, I know of no other book that provides this range of examples and even out of detail. His discussions of how regime changes impact strategies, and of risk management, are invaluable bonuses."

—Roger Hunter, Mathematician and Algorithmic Trader

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