I came across the book Quantitative Trading: How to Build Your Own Algorithmic Trading Business on quantitative trading at Barnes and Noble tonight. It looks interesting but I have enough of a backlog that I would not get around to it soon. However, he also has an interesting weblog that covers some of the same interesting material as in his book. I'll add that to my list of blogs to follow.
The business of algorithmic trading was an activity once reserved for only traders at hedge funds or the proprietary trading operations of financial institutions. Not so anymore says author Ernie Chan, a proprietary trader and blogger who runs a quantitative trading blog site. In Quantitative Trading, Chan shows investors how to use Excel and MATLAB(r) to build their own algorithmic trading tools using a budget even a home day trader can afford. He then reveals how to conduct quantitative research and analysis, and discusses what it takes to turn quantitative trading strategies into profits using stocks, ETFs, and other financial instruments. Chan also provides downloadable spreadsheets and MATLAB programs that tie into material covered throughout this book.