Quantitative Trading. Ernest P. Chan

      1 Chapter 2TABLE 2.1 Sources of Trading IdeasTABLE 2.2 How Capital Availability Affects Your Many Choices

      2 Chapter 3TABLE 3.1 Historical Databases for Backtesting

      3 Chapter 4TABLE 4.1 Retail versus Proprietary Trading

      1 Chapter 2FIGURE 2.1 Drawdown, maximum drawdown, and maximum drawdown duration.

      2 Chapter 3FIGURE 3.1 Maximum drawdown and maximum drawdown duration for Example 3.4.

      3 Chapter 5FIGURE 5.1 Semiautomated trading system.FIGURE 5.2 Fully automated trading system.

      4 Chapter 7FIGURE 7.1 Cumulative returns of strategies based on Conditional vs. Uncondi...FIGURE 7.2 A stationary time series formed by the spread between GLD and GDX...FIGURE 7.3 A nonstationary time series formed by the spread between KO and P...FIGURE 7.4 Cointegration is not correlation. Stocks A and B are cointegrated...

      1  Cover Page

      2  Table of Contents

      3  Begin Reading

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