Book: Ernest P. Chan. Machine Trading

Posted By: webradio

Book: Ernest P. Chan. Machine Trading - 01/16/18 14:22

Haven't read it myself, just wanted to mention it here. Feedback is welcome.

Ernest P. Chan. Machine Trading: Deploying Computer Algorithms to Conquer the Markets
ISBN-13: 978-1119219606

He mentioned it in his Quantiacs webinar "Machine Larning for Quantitative Trading". Skip to 37:00 to hear why neural networks tend to fail in trading.
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