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study/library/20260622012452_Quantitative_Trading_Ernest_P_Chan
2026-06-22 01:27:19 -07:00
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2026-06-22 01:27:19 -07:00
2026-06-22 01:27:19 -07:00

Quantitative Trading

pdf

I will be loosey reading through this book. Many of the concepts will be gone into more rigour in other textbooks.

Post read notes

Not alot of math, but math that did show up was hand wavy.(Seems like the book assumes you understand certain concepts)

Main takeaway is use Kelly formula for sizing positions.