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Why Ernie Chan and Trading System and Methods book is easily the best for mean reversion in Matlab

(Last Updated On: April 16, 2014)

ernie chan

Biggest bank interview tips:

 

Do you want to work for JPMorgan Chase? Read this

 

I always get these general questions

 

What is the use of 1 min data ? How it is use full to auto trading? | Quant Academy Trading Ideas – See more

Aahh yes…. the promise of mean reversion:

 

Why Ernie Chan and Trading System and Methods book is best for mean reversion in Matlab – See more

Ernie Chan and Trading Systems and Methords books are best resources to learn mean reversion quant strategies with Matlab – See more
Next up is Stat Arb and PCA analysis.

 

All this is getting posted but you should see Matlab in action:

 

Matlab Financial Toolbox

 

Matlab Econometric Toolbox

 

Matlab Toolboxes: Signal Processing, Stats, Math

 

Matlab Toolboxes: System Identification, Wavelet, Optimize, Curve Fitting

Matlab Strategy Development Demos and Researching With Simulink

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