Machine Trading: Deploying Computer Algorithms to Conquer the Markets

267 Pages·2017·1.4 MB·English

by  Ernest P. Chan

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M T
ACHINE RADING
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M
ACHINE
T
RADING
Deploying Computer Algorithms to Conquer
the Markets
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Ernest P. Chan
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Copyright©2017byErnestP.Chan.Allrightsreserved.
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To my mom, Ching, my spouse, Ben, and to the memory
of my beloved father, Hung Yip.
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CONTENTS
Preface ix
CHAPTER1 TheBasicsofAlgorithmicTrading 1
vii
(cid:2) CHAPTER2 FactorModels 27 (cid:2)
CHAPTER3 Time-SeriesAnalysis 59
CHAPTER4 ArtificialIntelligenceTechniques 83
CHAPTER5 OptionsStrategies 119
CHAPTER6 IntradayTradingandMarket
Microstructure 159
CHAPTER7 Bitcoins 201
CHAPTER8 AlgorithmicTradingIsGoodforBody
andSoul 215
Bibliography 227
AbouttheAuthor 235
Index 237
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