Machine Trading is the third book of Ernest P. Chang. It’s the second one I start to read.
I say “start” to read due to the fact that there are some chapters that are quite complex to me to understand and I just skipped them.
- CHAPTER1 The Basics of Algorithmic Trading: this is the most interesting to me at this moment. It contains sources of information about which tools, platforms and sources of data you can use to aproach the different steps of a quantitative trading analysis.
- CHAPTER2 Factor Models
- CHAPTER3 Time-Series Analysis (skipped)
- CHAPTER4 Artificial Intelligence Techniques (partially skipped)
- CHAPTER5 Options Strategies (skipped)
- CHAPTER6 Intraday Trading and Market Microstructure (skipped)
- CHAPTER7 Bitcoins
- CHAPTER8 Algorithmic Trading Is Good for Body: this is a funny extra chapter for laughing. He has a good sense of humour.