Quantitative Trading - How to Build Your Own Algorithmic Trading Business

这是一本由www.epchan.com的创始人Ernest P. Chan撰写的量化投资理论的matlab技术实现的巨著，之中的很多观点非常新颖，他的量化投资策略在近些年的金融及债务危机中获得了十分优良的收益。值得技术开发者作为知识扩充储备来阅读。

Algorithmic Trading Winning Strategies and Their Rationale

Ernie’s second book Algorithmic Trading: Winning Strategies and Their Rationale is an in-depth study of two types of strategies: mean reverting and momentum. It delves into the reasons certain markets display either mean reversion or momentum, and describes the common techniques that can exploit these profit opportunities. Numerous strategy examples are drawn from stocks, ETFs, futures, and currencies.

Machine Trading Deploying Computer Algorithms to Conquer The Markets.zip

Ernie’s third and latest book Machine Trading: Deploying Computer Algorithms To Conquer the Markets covers a variety of advanced quantitative trading and investment techniques from state space models to machine learning, applicable to a variety of instruments from ETF’s to options. Readers will find most of the materials quite accessible to anyone who has some experience in a quantitative field.