MATLAB and Simulink Based Books

Quantitative Trading: How to Build Your Own Algorithmic Trading Business

Quantitative Trading: How to Build Your Own Algorithmic Trading Business

Written for undergraduate students of finance as well as independent retail traders, this book provides a comprehensive introduction to quantitative trading. The book describes how to find a viable trading strategy, back-test your strategy with MATLAB, build and implement an automated trading system to execute your strategy, and numerous other topics. 

A tutorial on MATLAB is included in an appendix. In addition, MATLAB is used to solve many application examples in the text.

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About This Book

Ernest P. Chan, QTS Capital Management, LLC

John Wiley & Sons, Inc., 2009

ISBN: 978-0-470-28488-9
Language: English