Book Recomendation

I would like to recommend a book for all those interested in a straight-to-the-point introduction to the business of automated/quantitative trading. I wouldn’t be able to name a book that does a better job at laying down the basics as Ernest Chan’s Quantitative Trading. In fact, his books cover many topics I had planned for my own Pragmatic Automated Trading series.

While quantitative trading isn’t the most approachable topic (too much academia and too little pratical information) – Ernest does a great job at breaking down a few core concepts into digestible pieces. If you need a place to get started, do youself a favor and order your copy now.