Ernest P. Chan

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Ernest P. Chan



Average rating: 3.77 · 981 ratings · 67 reviews · 10 distinct worksSimilar authors
Quantitative Trading: How t...

3.75 avg rating — 746 ratings — published 2008 — 8 editions
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Algorithmic Trading: Winnin...

3.84 avg rating — 309 ratings — published 2013 — 6 editions
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Machine Trading: Deploying ...

3.85 avg rating — 74 ratings
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Machine Trading: Deploying ...

3.68 avg rating — 19 ratings
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Quantitative Trading: How t...

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Machine Trading: Deploying ...

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Hands-On AI Trading with Py...

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Machine Trading Algo

it was amazing 5.00 avg rating — 1 rating
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Measurement of the transaction

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Generative AI for Trading a...

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More books by Ernest P. Chan…
Quotes by Ernest P. Chan  (?)
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“how deep and how long a drawdown will you be able to tolerate and not liquidate your portfolio and shut down your strategy?”
Ernest P. Chan, Quantitative Trading: How to Build Your Own Algorithmic Trading Business

“if the strategy is a long–short dollar-neutral strategy (i.e., the portfolio holds long and short positions with equal capital), then 10 percent is quite a good return, because then the benchmark of comparison is not the market index, but a riskless asset such as the yield of the three-month US Treasury bill (which at the time of this writing is just about zero percent).”
Ernest P. Chan, Quantitative Trading: How to Build Your Own Algorithmic Trading Business

“If you are trading S&P 500 stocks, for example, the average transaction cost (excluding commissions, which depend on your brokerage) would be about 5 basis points (that is, five-hundredths of a percent).”
Ernest P. Chan, Quantitative Trading: How to Build Your Own Algorithmic Trading Business



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