Deploying computer algorithms to conquer the markets ernest chan 2017. He was responsible for the trading within separately managed accounts. How to build your own algorithmic trading business wiley trading book 381 kindle edition by chan, ernie. Who we are team marketplace of trading bots for crypto. Chan, phd, is a quantitative trader and consultant who advises clients on how to implement automated statistical trading strategies. Chan, is an expert in the application of statistical models and software for trading currencies, futures, and stocks.
Chan has built and traded numerous quantitative models for investment banks and hedge funds in the past. Cointegration is the foundation upon which pair trading statistical arbitrage is built. Without a temporary widening of the spread in either direction, there is no. Chan provides a great overview of the process of setting. You will create different mean reversion strategies such as index arbitrage, longshort portfolio using market data and advanced statistical concepts. Ernest chan teaches independent traders how to implement algorithmic trading and challenge institutional traders in this practical guide. He has worked as a quantitative researcher and trader in various investment banks including morgan stanley and credit suisse, as well as hedge funds such as mapleridge capital, millennium partners, and mane fund management. Pdf ernie chan algorithmic trading alec huang academia. Rooms, block s4, level b1, section b, unit 1416, nanyang.