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Wiley Trading

Quantitative

Trading

How to Build Your Own Algorithmic Trading Business

E R N E S T P. C H A N

Quantitative

Trading

Founded in 1807, John Wiley & Sons is the oldest independent publish-

ing company in the United States. With ofﬁces in North America, Europe,

Australia, and Asia, Wiley is globally committed to developing and market-

ing print and electronic products and services for our customers’ profes-

sional and personal knowledge and understanding.

The Wiley Trading series features books by traders who have survived

the market’s ever changing temperament and have prospered—some by

reinventing systems, others by getting back to basics. Whether a novice

trader, professional, or somewhere in-between, these books will provide

the advice and strategies needed to prosper today and well into the future.

For a list of available titles, visit our Web site at www.WileyFinance.com.

Quantitative

Trading

How to Build Your Own

Algorithmic Trading Business

ERNEST P. CHAN

John Wiley & Sons, Inc.