Picture 1 of 16
SOLD
Quantitative Trading: How to Build Your Own Algorithm... by Chan, Ernie Hardback
Condition:
“This book is in Very Good condition. Please refer to the pictures.”
Sold for:
US $25.00
ApproximatelyS$ 33.75
Best offer accepted
Postage:
Located in: Durham, North Carolina, United States
Delivery:
Estimated between Thu, 30 May and Sat, 1 Jun to 43230
Returns:
Coverage:
Read item description or contact seller for details. See all detailsSee all details on coverage
(Not eligible for eBay purchase protection programmes)
Seller assumes all responsibility for this listing.
eBay item number:395316510634
Item specifics
- Condition
- Very Good
- Seller Notes
- “This book is in Very Good condition. Please refer to the pictures.”
- ISBN
- 9780470284889
- Book Title
- Quantitative Trading : How to Build Your Own Algorithmic Trading Business
- Item Length
- 9.1in
- Publisher
- Wiley & Sons, Incorporated, John
- Publication Year
- 2008
- Format
- Hardcover
- Language
- English
- Item Height
- 0.9in
- Genre
- Business & Economics
- Topic
- Finance / General, Investments & Securities / Analysis & Trading Strategies, Investments & Securities / Stocks, Investments & Securities / General
- Item Width
- 6.3in
- Item Weight
- 14.4 Oz
- Number of Pages
- 208 Pages
About this product
Product Information
While institutional traders continue to implement quantitative (or algorithmic) trading, many independent traders have wondered if they can still challenge powerful industry professionals at their own game? The answer is "yes," and in Quantitative Trading , Dr. Ernest Chan, a respected independent trader and consultant, will show you how.
Product Identifiers
Publisher
Wiley & Sons, Incorporated, John
ISBN-10
0470284889
ISBN-13
9780470284889
eBay Product ID (ePID)
66891022
Product Key Features
Book Title
Quantitative Trading : How to Build Your Own Algorithmic Trading Business
Format
Hardcover
Language
English
Topic
Finance / General, Investments & Securities / Analysis & Trading Strategies, Investments & Securities / Stocks, Investments & Securities / General
Publication Year
2008
Genre
Business & Economics
Number of Pages
208 Pages
Dimensions
Item Length
9.1in
Item Height
0.9in
Item Width
6.3in
Item Weight
14.4 Oz
Additional Product Features
Series Volume Number
381
Lc Classification Number
Hg4529.C445 2009
Table of Content
Preface. Acknowledgments. Chapter 1: The Whats, Whos, and Whys of Quantitative Trading. Who Can Become A Quantitative Trader? The Business Case for Quantitative Trading. Scalability. Demand on Time. The Nonnecessity of Marketing. The Way Forward. Chapter 2: Fishing for Ideas. How to Identify a Strategy That Suits You. Your Working Hours. Your Programming Skills. Your Trading Capital. Your Goal. A Taste for Plausible Strategies and Their Pitfalls. How Does It Compare with a Benchmark and How Consistent Are Its Returns? How Deep and Long is the Drawdown? How Will Transaction Costs Affect the Strategy? Does the Data Suffer from Survivorship Bias? How Did the Performance of the Strategy Change Over the Years? Does the Strategy Suffer from Data-Snooping Bias? Does the Strategy "Fly under the Radar" of Institutional Money Managers? Summary. Chapter 3: Backtesting. Common Backtesting Platforms. Excel. MATLAB. TradeStation. High-End Backtesting Platforms. Finding and Using Historical Databases. Are the Data Split- and Dividend-Adjusted? Are the Data Survivorship Bias Free? Does Your Strategy Use High and Low Data? Performance Measurement. Common Backtesting Pitfalls to Avoid. Look-Ahead Bias. Data-Snooping Bias. Transaction Costs. Strategy Refinement. Summary. Chapter 4: Setting up Your Business. Business Structure: Retail or Proprietary? Choosing a Brokerage or Proprietary Trading Firm. Physical Infrastructure. Summary. Chapter 5: Execution Systems. What an Automated Trading System Can Do for You. Building a Semiautomated Trading System. Building a Fully Automated Trading System. 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. Chapter 7: Special Topics in Quantitative Trading. Mean-Reverting versus Momentum Strategies. Regime Switching. 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. Chapter 8: Conclusion: Can Independent Traders Succeed? Next Steps. Appendix: A Quick Survey of MATLAB. Bibliography. About the Author. Index.
Copyright Date
2009
Lccn
2008-020125
Dewey Decimal
332.64
Intended Audience
Trade
Series
Wiley Trading Ser.
Dewey Edition
22
Illustrated
Yes
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:395316510634
Postage and handling
Item location:
Durham, North Carolina, United States
Post to:
Afghanistan, Albania, Algeria, Andorra, Angola, Anguilla, Antigua and Barbuda, Argentina, Armenia, Aruba, Australia, Austria, Azerbaijan Republic, Bahamas, Bahrain, Bangladesh, Belgium, Belize, Benin, Bermuda, Bhutan, Bolivia, Bosnia and Herzegovina, Botswana, Brazil, Brunei Darussalam, Bulgaria, Burkina Faso, Burundi, Cambodia, Cameroon, Canada, Cape Verde Islands, Cayman Islands, Central African Republic, Chad, Chile, China, Colombia, Costa Rica, Cyprus, Czech Republic, Côte d'Ivoire (Ivory Coast), Democratic Republic of the Congo, Denmark, Djibouti, Dominican Republic, Ecuador, Egypt, El Salvador, Equatorial Guinea, Eritrea, Estonia, Ethiopia, Fiji, Finland, France, Gabon Republic, Gambia, Georgia, Germany, Ghana, Gibraltar, Greece, Greenland, Grenada, Guatemala, Guinea, Guinea-Bissau, Guyana, Haiti, Honduras, Hong Kong, Hungary, Iceland, India, Indonesia, Ireland, Israel, Italy, Jamaica, Japan, Jordan, Kazakhstan, Kenya, Kiribati, Kuwait, Kyrgyzstan, Laos, Latvia, Lebanon, Lesotho, Liberia, Liechtenstein, Lithuania, Luxembourg, Macau, Macedonia, Madagascar, Malawi, Malaysia, Maldives, Mali, Malta, Mauritania, Mauritius, Mexico, Moldova, Monaco, Mongolia, Montenegro, Montserrat, Morocco, Mozambique, Namibia, Nauru, Nepal, Netherlands, New Zealand, Nicaragua, Niger, Nigeria, Norway, Oman, Pakistan, Panama, Papua New Guinea, Paraguay, Peru, Philippines, Poland, Portugal, Qatar, Republic of Croatia, Republic of the Congo, Romania, Rwanda, Saint Kitts-Nevis, Saint Lucia, Saint Vincent and the Grenadines, San Marino, Saudi Arabia, Senegal, Serbia, Seychelles, Sierra Leone, Singapore, Slovakia, Slovenia, Solomon Islands, South Africa, South Korea, Spain, Sri Lanka, Suriname, Swaziland, Sweden, Switzerland, Taiwan, Tajikistan, Tanzania, Thailand, Togo, Tonga, Trinidad and Tobago, Tunisia, Turkey, Turkmenistan, Turks and Caicos Islands, Uganda, United Arab Emirates, United Kingdom, United States, Uruguay, Uzbekistan, Vanuatu, Vatican City State, Vietnam, Wallis and Futuna, Western Samoa, Yemen, Zambia, Zimbabwe
Excludes:
Barbados, French Guiana, French Polynesia, Guadeloupe, Libya, Martinique, New Caledonia, Reunion, Russian Federation, Ukraine, Venezuela
| Postage and handling | To | Service | Delivery*See Delivery notes |
|---|---|---|---|
| US $4.87 (approx S$ 6.57) | United States | Economy Postage (USPS Media MailTM) | Estimated between Thu, 30 May and Sat, 1 Jun to 43230 |
| Handling time |
|---|
| Will usually post within 2 business days of receiving cleared payment. |
| Taxes |
|---|
| Taxes may be applicable at checkout. Learn moreLearn more about paying tax on eBay purchases. |
Sales Tax for an item #395316510634
Sales Tax for an item #395316510634
Seller collects sales tax for items shipped to the following states:
| State | Sales Tax Rate |
|---|
Return policy
| After receiving the item, contact seller within | Refund will be given as |
|---|---|
| 30 days after the buyer receives it | Money Back |
The buyer is responsible for return postage costs.
Seller feedback (813)
r***r (564)- Feedback left by buyer.
Past month
Verified purchase
Item is exactly as described and arrived very quickly.
Reply from: adrhi-60- Feedback replied by seller adrhi-60.- Feedback replied by seller adrhi-60.
Thank you very much.
l***m (208)- Feedback left by buyer.
Past month
Verified purchase
As described. Quick delivery.
Reply from: adrhi-60- Feedback replied by seller adrhi-60.- Feedback replied by seller adrhi-60.
Thank you very much.
m***a (1979)- Feedback left by buyer.
Past month
Verified purchase
Excellent Seller! Book Arrived Fast! THANK YOU!
Reply from: adrhi-60- Feedback replied by seller adrhi-60.- Feedback replied by seller adrhi-60.
You are very welcome, and Thank You.