This article completes the three part-series of book reviews for Quantitative Trading. The Software Development and Statistics knowledge you gained from the previous two articles will be applied specifically to solve the problems that arise when developing algorithmic trading strategies. The basics of how the Finance Industry operates will be surveyed. Next, we construct a framework…
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In this article we cover the fundamentals of Statistics for Quantitative Trading. The connections between the various topics covered and the motivation behind their developments will be discussed. In addition to books, research papers on robust estimation will be surveyed. It’s assumed that the reader has at least an elementary understanding of probability theory but not necessarily any…
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This article is the first in a series of reviews I’ve written about books covering fundamental topics in Quantitative Development and Analysis. The goal of this article is to help you identify the areas of Quantitative Trading you’re currently unfamiliar with. To facilitate this objective, each sub-series of reviews begins with an overview of the topics covered. If you need further guidance, please do not hesitate…
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