This Palgrave Pivot innovatively combines new methods and approaches to building dynamic trading systems to forecast future price direction in today’s increasingly difficult and volatile financial markets. The primary purpose of this book is to provide a structured course for building robust algorithmic trading models that forecast future price direction.
Chan provides insider information and insights on trading strategies; her knowledge and experience has been gained over two decades as a trader in foreign exchange, stock and derivatives markets. She guides the reader to build, evaluate, and test the predictive ability and the profitability of abnormal returns of new hybrid forecasting models.
Jacinta Chan has a PhD in financial statistics, lectures on investing topics at the university level, and spent most of her career as a futures and equities dealer. She is author of Algorithm Trading 101: Trading Made Simple For Everyone https://a.co/d/bRWyeJa https://www.amazon.com/Algorithm-Trad...
Automated Trading Machine: How to develop your own trading model, Palgrave Macmillan, Singapore, 2018
Financial Times Guide to Technical Analysis: How to trade like a professional, Financial Times Prentice Hall, London, 2011.
Everything Technical Analysis: How to trade like a professional, Prentice Hall
She is currently researching neural network trading systems. She can be reached at chanpmjacinta@gmail.com.
Nice overview and introduction to the topic. Reads more like a series of academic papers on the subject, can get a bit repetitive across chapters because of this though it certainly introduces a well-rounded framework of considerations that should be made and raises questions for further investigation. Far from a "one-stop shop" and a little light on the implementation side - though I don't believe it ever claims to be that sort of book. It also frees the reader up to choose the tools of their choice.