Preface ix Chapter 1 The Basics of Algorithmic Trading 1 Chapter 2 Factor Models 27 Chapter 3 Time-Series Analysis 59 Chapter 4 Artificial Intelligence Techniques 83 Chapter 5 Options Strategies 119 Chapter 6 Intraday Trading and Market Microstructure 159 Chapter 7 Bitcoins 201 Chapter 8 Algorithmic Trading Is Good for Body and Soul 215 Bibliography 227 About the Author 235 Index 237
ERNEST P. CHAN is the managing member of QTS Capital Management, LLC, a commodity pool operator and trading advisor since 2011. An alumnus of Morgan Stanley and Credit Suisse, he received his PhD in physics from Cornell University, and was a researcher in machine learning at IBM's T. J. Watson Research Center before joining the financial industry. He is the author of Quantitative Trading and Algorithmic Trading. Find out more about Ernie at www.epchan.com.