Quantitative Trading : How to Build Your Own Algorithmic Trading Business

Acknowledgments

Much of my knowledge and experiences in quantitative trading come from my colleagues and mentors at the various investment banks (Morgan Stanley, Credit Suisse, Maple Securities) and hedge funds (Mapleridge Capital, Millennium Partners, MANE Fund Management), and I am very grateful for their advice, guidance, and help over the years. Since I became an independent trader and consultant, I have benefited enormously from discussions with my clients, readers of my blog, fellow bloggers, and various trader-collaborators. In particular, I would like to offer thanks to Steve Halpern and Ramon Cummins for reading parts of the manuscript and correcting some of the errors; to John Rigg for suggesting some of the topics for my blog, many of which found their way into this book; to Ashton Dorkins, editor-in-chief of tradingmarkets.com, who helped syndicate my blog; and to Yaser Anwar for publicizing it to readers of his own very popular investment blog. I am also indebted to editor Bill Falloon at John Wiley & Sons for suggesting this book, and to my development editor, Emilie Herman, and production editor Christina Verigan for seeing this book through to fruition. Last but not least, I thank Ben Xie for insisting that simplicity is the best policy.

E.P.C.