Algorithmic Trading - (Wiley Trading) by Ernie Chan (Hardcover)

Algorithmic Trading is a comprehensive guide to creating and implementing systematic trading strategies, written by an experienced practitioner with a PhD in physics from Cornell University.

The book provides real-world examples of trading strategies, including mean reversion and momentum tactics, and explains how to test, improve, and implement them.

The author also discusses risk management and regime changes, offering valuable insights for serious retail traders.

With a focus on practical application, Algorithmic Trading is an essential resource for anyone looking to create their own systematic trading strategies or select managers in the asset management industry.