(EBook PDF) Quantitative trading how to build your own algorithmic trading business 2nd edition by Ernest Chan 1119800072 9781119800071 full chapters

Quantitative trading : how to build your own algorithmic trading business 2nd edition by Ernest P. Chan – Ebook PDF Instant Download/DeliveryISBN: 1119800072, 9781119800071

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Product details:

ISBN-10 :  1119800072 

ISBN-13 ‏: ‎ 9781119800071

Author:   Ernest P. Chan 

Quantitative investors and traders, both institutional and individual.

Quantitative trading : how to build your own algorithmic trading business 2nd Table of contents:

CHAPTER 1: The Whats, Whos, and Whys of Quantitative Trading
WHO CAN BECOME A QUANTITATIVE TRADER?
THE BUSINESS CASE FOR QUANTITATIVE TRADING
THE WAY FORWARD
CHAPTER 2: Fishing for Ideas
HOW TO IDENTIFY A STRATEGY THAT SUITS YOU
A TASTE FOR PLAUSIBLE STRATEGIES AND THEIR PITFALLS
SUMMARY
REFERENCES
CHAPTER 3: Backtesting
COMMON BACKTESTING PLATFORMS
FINDING AND USING HISTORICAL DATABASES
PERFORMANCE MEASUREMENT
COMMON BACKTESTING PITFALLS TO AVOID
TRANSACTION COSTS
STRATEGY REFINEMENT
SUMMARY
REFERENCES
NOTE
CHAPTER 4: Setting Up Your Business
BUSINESS STRUCTURE: RETAIL OR PROPRIETARY?
CHOOSING A BROKERAGE OR PROPRIETARY TRADING FIRM
PHYSICAL INFRASTRUCTURE
SUMMARY
REFERENCES
CHAPTER 5: Execution Systems
WHAT AN AUTOMATED TRADING SYSTEM CAN DO FOR YOU
MINIMIZING TRANSACTION COSTS
TESTING YOUR SYSTEM BY PAPER TRADING
WHY DOES ACTUAL PERFORMANCE DIVERGE FROM EXPECTATIONS?
SUMMARY
CHAPTER 6: Money and Risk Management
OPTIMAL CAPITAL ALLOCATION AND LEVERAGE
RISK MANAGEMENT
PSYCHOLOGICAL PREPAREDNESS
SUMMARY
APPENDIX: A SIMPLE DERIVATION OF THE KELLY FORMULA WHEN RETURN DISTRIBUTION IS GAUSSIAN
REFERENCES
NOTES
CHAPTER 7: Special Topics in Quantitative Trading
MEAN-REVERTING VERSUS MOMENTUM STRATEGIES
REGIME CHANGE AND CONDITIONAL PARAMETER OPTIMIZATION
STATIONARITY AND COINTEGRATION
FACTOR MODELS
WHAT IS YOUR EXIT STRATEGY?
SEASONAL TRADING STRATEGIES
HIGH-FREQUENCY TRADING STRATEGIES
IS IT BETTER TO HAVE A HIGH-LEVERAGE VERSUS A HIGH-BETA PORTFOLIO?
SUMMARY
REFERENCES
CHAPTER 8: Conclusion
NEXT STEPS
REFERENCES
APPENDIX: A Quick Survey of MATLAB

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