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Ernest P. Chan

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Average rating: 3.78 · 1,047 ratings · 77 reviews · 12 distinct works • Similar authors

	Quantitative Trading: How to Build Your Own Algorithmic Trading Business 3.76 avg rating — 781 ratings — published 2008 — 12 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Algorithmic Trading: Winning Strategies and Their Rationale 3.85 avg rating — 321 ratings — published 2013 — 6 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Machine Trading: Deploying Computer Algorithms to Conquer the Markets 3.83 avg rating — 80 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Quantitative Trading: How to Build Your Own Algorithmic Trading Business: Wiley Trading by Ernest P. Chan, James Gillies (Narrator) 4.44 avg rating — 16 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Machine Trading: Deploying Computer Algorithms to Conquer the Markets 3.68 avg rating — 19 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Quantitative Trading: How to Build Your Own Algorithmic Trading Business, Revised Edition by Ernest P. Chan, Rishi K. Narang (Foreword) 4.50 avg rating — 6 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Hands-On AI Trading with Python, QuantConnect, and AWS by Jiri Pik, Ernest P. Chan, Jared Broad 4.20 avg rating — 5 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Machine Trading: Deploying Computer Algorithms to Conquer the Markets 3.40 avg rating — 5 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Machine Trading Algo it was amazing 5.00 avg rating — 1 rating	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Measurement of the transaction it was amazing 5.00 avg rating — 1 rating	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars

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Quotes by Ernest P. Chan (?)

“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

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“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

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“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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Ernest P. Chan’s Followers (60)

Ernest P. Chan

Combine EditionsErnest P. Chan’s books

Combine Editions
Ernest P. Chan’s books