|aMachine trading :|bdeploying computer algorithms to conquer the markets /|cErnest P. Chan.
|aHoboken, New Jersey :|bJohn Wiley & Sons, Inc.,|cc2017.
|aHoboken, New Jersey :|bJohn Wiley & Sons, Inc.,|c
|axii, 250 pages ;|c24 cm.
|aMachine generated contents note: 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.
|aIncludes bibliographical references and index.
|aThe basics of algorithmic trading -- Factor models -- Time-series analysis -- Artificial intelligence techniques -- Options strategies -- Intraday trading and market microstructure -- Bitcoins -- Algorithmic trading is good for body and soul.
|a"Dive into algo trading with step-by-step tutorials and expert insight Machine Trading is a practical guide to building your algorithmic trading business. Written by a recognized trader with major institution expertise, this book provides step-by-step instruction on quantitative trading and the latest technologies available even outside the Wall Street sphere. You'll discover the latest platforms that are becoming increasingly easy to use, gain access to new markets, and learn new quantitative strategies that are applicable to stocks, options, futures, currencies, and even bitcoins. The companion website provides downloadable software codes, and you'll learn to design your own proprietary tools using MATLAB. The author's experiences provide deep insight into both the business and human side of systematic trading and money management, and his evolution from proprietary trader to fund manager contains valuable lessons for investors at any level. Algorithmic trading is booming, and the theories, tools, technologies, and the markets themselves are evolving at a rapid pace. This book gets you up to speed, and walks you through the process of developing your own proprietary trading operation using the latest tools. Utilize the newer, easier algorithmic trading platforms Access markets previously unavailable to systematic traders Adopt new strategies for a variety of instruments Gain expert perspective into the human side of trading The strength of algorithmic trading is its versatility. It can be used in any strategy, including market-making, inter-market spreading, arbitrage, or pure speculation; decision-making and implementation can be augmented at any stage, or may operate completely automatically. Traders looking to step up their strategy need look no further than Machine Trading for clear instruction and expert solutions"--|cProvided by publisher.
內容簡介top Machine Trading 簡介 Financial markets, quantitative theories about how they work, and technologies for exploiting them all evolve at a rapid pace.?i>Systematic Trading?/i>capturesrnie Chan'satest knowledge and views on all these domains, including updates on the new algorithmic trading platforms with increasing ease-of-use, data and information on markets never before accessible to systematic traders, and coverage of strategies applicable to stocks, options, futures, currencies, and even bitcoins. Chan will also share his experience and stories on how he evolved from a proprietary trader to a fund manager, and lessons he learned on the business and human side of systematic trading and money management.