MATLAB and Simulink Based Books

Quantitative Trading: How to Build Your Own Algorithmic Trading Business, 2nd edition

In Quantitative Trading, quant trading expert Dr. Ernest P. Chan shows you how to apply both time-tested and novel quantitative trading strategies to develop or improve your own trading firm.

The book discusses new case studies and updated information on the application of cutting-edge machine learning investment techniques, as well as:

  • Updated back tests on a variety of trading strategies
  • A new technique on optimizing parameters with changing market regimes using machine learning.
  • A guide to selecting the best traders and advisors to manage your money

MATLAB is used to solve application examples in the text, with some examples using functions from Statistics and Machine Learning Toolbox and Datafeed Toolbox.

About This Book

Ernest P. Chan, QTS Capital Management, LLC

John Wiley & Sons, Inc., 2021

ISBN: 9781119800064
Language: English

Buy Now at

Teaching with MATLAB and Simulink

Find resources to help you enable hands-on learning with MATLAB and Simulink, plus tools for delivering instruction, engaging students, and assessing outcomes.

MATLAB Courseware

Teaching materials based on MATLAB and Simulink.

Find full courses and labs