Quantitative Trading

Quantitative Trading by Ernest P. Chan is a practical guide for building and executing algorithmic trading strategies using data and statistical analysis. Drawing from his experience at hedge funds and proprietary trading firms, Chan breaks down how to identify market inefficiencies, backtest strategies, and manage risk effectively. The book emphasizes a systematic, disciplined approach—where code, not emotion, drives decisions. It’s a must-read for anyone looking to trade smarter with the power of data.