June 5th, 2014, 7:25 pm
QuoteOriginally posted by: octavalYou could buy Ernie P Chan's books: "Quantitative Trading" and "Algorithmic Trading: Winning Strategies and Their Rationale". He uses Matlab and describes some arbitrage strategies. Both books give access to Matlab code implementing some sample strategies.Never said these where profitable, production, ready to deploy strategies. Of course nobody in their mind disclose their strategies.