Quantitative Trading – Book Review
REALLY SHORT REVIEW : GOOD BOOK FOR THE QUANT RETAIL TRADER
LONG REVIEW
I read a lot of books ( when I have the time ) and I came across this one and I was pleasantly surprised. I didn’t pick up THAT much from the book, but it is well worth the read. It codified a lot of thoughts I have had over time and that is always a good feeling.
GOOD POINTS
It is not as ‘formally’ written as a lot of trading books. It reads more like a conversation with someone who has been trading for a while. If you are a ‘advanced’ retail quant trader , then this is a book for you. Gives you insight how the home quant traders can beat hedge funds in investment performance. The author has worked at hedge funds and quant shops so he knows what he is talking about.
BAD POINTS
So now that I have given you the good parts,  the bad parts about the book  is that ‘lightweight’ if you are a heavy in quant type trading ( like a large fund ) and it is a bit short at 160 odd pages. Then again, if you are using NinjaTrader you are probably more in the ‘non-billion-dollar-hedge-fund’ area of trading like me.
CONCLUSION
If you plan on using Ninja Trader to auto execute a strategy, I would recommend this book. If you are just interested in learning about quant trading for the single investor, I would really, really recommend this book.
The author has a blog so you can check that out also.