Written for undergraduate students of finance as well as independent retail traders, this book provides a comprehensive introduction to quantitative trading. The book describes how to find a viable trading strategy, back-test your strategy with MATLAB, build and implement an automated trading system to execute your strategy, and numerous other topics.
A tutorial on MATLAB is included in an appendix. In addition, MATLAB is used to solve many application examples in the text.
Ernest P. Chan, QTS Capital Management, LLC
John Wiley & Sons, Inc., 2009
ISBN: 978-0-470-28488-9
Language: English
无论您是要实现从传统课堂教学到混合教学模式的转型，还是要打造虚拟实验室，或者是希望推出纯在线形式的网课，从线下到线上，MathWorks 都能帮助您营造积极自主的学习氛围。
Select a Web Site
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
Select web siteYou can also select a web site from the following list: