Description
Book SynopsisDive into algo trading with step-by-step tutorials and expert insight Machine Trading is a practical guide to building your algorithmic trading business. Written by a recognized trader with major institution expertise, this book provides step-by-step instruction on quantitative trading and the latest technologies available even outside the Wall Street sphere. You''ll discover the latest platforms that are becoming increasingly easy to use, gain access to new markets, and learn new quantitative strategies that are applicable to stocks, options, futures, currencies, and even bitcoins. The companion website provides downloadable software codes, and you''ll learn to design your own proprietary tools using MATLAB. The author''s experiences provide deep insight into both the business and human side of systematic trading and money management, and his evolution from proprietary trader to fund manager contains valuable lessons for investors at any level.
Algorithmic trading
Table of Contents
Preface ix
Chapter 1 The Basics of Algorithmic Trading 1
Chapter 2 Factor Models 27
Chapter 3 Time-Series Analysis 59
Chapter 4 Artificial Intelligence Techniques 83
Chapter 5 Options Strategies 119
Chapter 6 Intraday Trading and Market Microstructure 159
Chapter 7 Bitcoins 201
Chapter 8 Algorithmic Trading Is Good for Body and Soul 215
Bibliography 227
About the Author 235
Index 237
