Dr Ernie Chan’s new machine learning book
This will be a definite read I need to know for my intro to this popular topic
As I was poking on Dr. Ernie Chan’s website,I found this:
Ernie’s third and latest book Machine Trading: Deploying Computer Algorithms To Conquer the Markets covers a variety of advanced quantitative trading and investment techniques from state space models to machine learning, applicable to a variety of instruments from ETF’s to options. Readers will find most of the materials quite accessible to anyone who has some experience in a quantitative field.
This book can be treated as a continuation of my first two books, with coverage on topics that I have not discussed
before, but it can also be read independently. Software codes for all the described strategies can be found on epchan.com/book3.
Advance praise for Machine Trading:
“It is easy to make simple ideas complex. It is far more difficult to make complex ideas seem simple. In this book, Ernie has done exactly that. I cannot think of any trader who would not benefit from reading Machine Trading” – Euan Sinclair, partner at Talton Capital Management and author of “Volatility Trading”.
Available for pre-order now at Amazon.com.
Updated: Comment for this book on Bitcoin
Another surprise was a chapter on bitcoin which had possible trading strategies on the crypto-currency. One of the advantages of bitcoin for analysis is that the order book is open and each trade specifies whether it was a buy or sell.
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!