Quantitative Trading book cover by Ernest P. Chan
Book

Quantitative Trading

How to Build Your Own Algorithmic Trading Business

Ernest P. Chan

No community ratings yet

Quantitative Trading is Ernest P. Chan's second edition on building a small systematic trading operation, from data and testing to execution. ChartClub lists the July 2021 Wiley edition that matches this cover. A later revised printing exists and is not this record.

ChartClub editorial

This assessment is ChartClub's. It is not the community star rating.

Listed in the ChartClub Directory.

Listing facts checked 2026-10-10.

Author
Ernest P. Chan
Publisher
Wiley
Year
2021
Pages
256

Key takeaways

  • This record is the July 2021 second edition.
  • A 2026 revised printing is a different ISBN and is not listed here.
  • Building a test is not the same as earning a return.
Wiley dates ISBN 978-1-119-80006-4 to July 2021, 256 pages. The subtitle is How to Build Your Own Algorithmic Trading Business, and the cover says 2nd Edition. Chan writes about finding a strategy, testing it, and the practical problems of running it, including machine-learning material added in this edition. Wiley also lists a 2026 revised second edition under other ISBNs. Those pages did not match this cover, so they are not this listing. Replacing this record later would be a separate decision. The book is a process guide. It does not establish that a retail systematic business will make money. Costs, data, and overfitting remain the reader's problem.

Tags

  • quantitative-trading
  • algorithmic-trading
  • backtesting

Community reviews

Member ratings are separate from ChartClub's editorial assessment.

No community ratings yet

No approved community reviews yet.

Sign in to leave a review

    Related

    Investment Valuation book cover by Aswath Damodaran
    Trading Process & Performance

    Investment Valuation

    Aswath Damodaran · Advanced

    Investment Valuation is Aswath Damodaran's reference on how to value a business, a project, or another asset. ChartClub lists the January 2025 University Edition, fourth edition, the paperback whose cover file matches. A valuation model is a set of assumptions. It is not the future price.

    No community ratings yet
    The Five Rules for Successful Stock Investing book cover by Pat Dorsey
    Trading Process & Performance

    The Five Rules for Successful Stock Investing

    Pat Dorsey · Intermediate

    The Five Rules for Successful Stock Investing is Pat Dorsey's process for reading financial statements and paying less than a business is worth. ChartClub lists the December 2004 Wiley paperback. The rules are a checklist. They are not proof the reader will beat the market.

    No community ratings yet
    The Little Book That Builds Wealth book cover by Pat Dorsey
    Trading Process & Performance

    The Little Book That Builds Wealth

    Pat Dorsey · Intermediate

    The Little Book That Builds Wealth is Pat Dorsey's account of economic moats: why a business might keep its profits. ChartClub lists the March 2008 Wiley hardcover that matches this cover. A moat is a research question, not a promise that the stock will compound.

    No community ratings yet
    All books