Cointegration is the foundation upon which pair trading statistical arbitrage is built. How to build your own algorithmic trading business wiley trading book 381 kindle edition by chan, ernie. Deploying computer algorithms to conquer the markets ernest chan 2017. Rooms, block s4, level b1, section b, unit 1416, nanyang. Ernest chan teaches independent traders how to implement algorithmic trading and challenge institutional traders in this practical guide. Winning strategies and their rationale wiley trading kindle edition by chan, ernie. Download it once and read it on your kindle device. Pdf ernie chan algorithmic trading alec huang academia.
Mean reversion trading strategy course by ernest chan. Without a temporary widening of the spread in either direction, there is no. 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. He also offers training via workshops or individualized consulting. Chan, phd, is a quantitative trader and consultant who advises clients on how to implement automated statistical trading strategies. Ernest p chan, this course will teach you to identify trading opportunities based on mean reversion theory. If two stocks simply move in a correlated manner, there may never be any widening of the spread. You will create different mean reversion strategies such as index arbitrage, longshort portfolio using market data and advanced statistical concepts. Who we are team marketplace of trading bots for crypto. Ernest was invited to join a proprietary trading group at credit suisse first boston in new york in 1998 to develop statistical models for futures trading, stock pair. Adviser adviser adviser ernest chan haksun li kirill ilinski ernest is the managing member of qts capital management, llc. He has been focusing on the development of statistical models and advanced computer algorithms since 1994. Chan has built and traded numerous quantitative models for investment banks and hedge funds in the past. Chan provides a great overview of the process of setting.
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