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.
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