Quantitative Trading

Quantitative Trading: How to Build Your Own Algorithmic Trading Business by Ernest P. Chan is a practical guide for individuals who want to create and run their own algorithmic trading systems.

It explains how to:

• Develop and test trading strategies using data and statistics.

• Use programming (mainly Python/Matlab) to automate trades.

• Manage risks and capital efficiently.

• Avoid common pitfalls like overfitting and poor execution.

In short, the book teaches how to turn data-driven trading ideas into a real, profitable trading business.