Quantitative Trading: How to Build Your Own Algorithmic Trading Business
The book brings up key topics in developing quantitative models such as problems of overfitting and regime shifts. However, I doubt anything in the book would result in consistent profits. The author puts forth cointegation as a useful way too model price behavior; however, his metric in analyzing whether time series are cointegrated doesn't look right. Nevertheless, it is a good primer to developing quantitative trading models.
- Request Code
- ZLIB.IO18271534
- Published
- 2022
- Publisher
- Wiley
- Pages
- 1
- Language
- English
- Format
- PDF PAGES:
- ISBN-13
- 9780470411148
- ISBN-10
- 0470411147