Algorithmic Trading: Winning Strategies and Their Rationale

Inhiswell-receivedfirstbookQuantitativeTrading,Dr.ErnestChanaddressedtheessentialtechniquesanalgorithmictraderneedstosucceedatthisdemandingendeavor.Whilesomeusefulexamplestrategieswerepresentedthroughout,theywerenotthemainfocusofthebook. Withthisinmind,Dr.