Top all-time · #11139
Ernest P. Chan
Personal blog · epchan.blogspot.comeconomicsdata
Ernest P. Chan writes Quantitative Trading, a personal blog at epchan.blogspot.com about economics and data. Since 2010, 7 different Hacker News readers have linked it 7 times. It is still writing: the last post was on 2025-11-27, and you can follow it by feed.
Too few sampled comments (5) to say how often HN recommends it.?
Why HN links it
HN commenters point newcomers to Ernest P. Chan's blog as a starting resource for algorithmic and quantitative trading, alongside his book. Other comments only mention it or ask about printing it.
Summarised by Claude from a sample of 5 HN comments that link here. Each comment is marked recommending, critical or neutral (citing without judging); how this works.
Quantitative investment and trading ideas, research, and analysis.
Most-linked posts?
- /4 people · 4 mentions · first linked 2010-06-17
What Hacker News says?
Ernie Chan's book, "Quantitative Trading: How to Build Your Own Algorithmic Trading Business ", is a good starting point. It's a nice blend of theory and pragmatic practice. Chan provides example implementations in Matlab to help readers get started. http://www.amazon.com/Quantitative-Trading-Build-Algorithmic... Chan's blog is informative as well, http://epchan.blogspot.com/
Comment linking /
on “Good books for hackers interested in quant finance?”Submitted Sorry, your return is too high for us as a story · 24 points
HN discussionDoes this support images? I tried to convert Ernest P. Chan's blog [0] into a pdf using this and the results were not well formatted. [0] - http://epchan.blogspot.com/
Comment linking /
on “Show HN: Simple Print – Convert web articles into printable PDFs”Submitted The Efficacy of Cluster-Based Feature Selection as a story · 1 points
HN discussionAs a CS student, I'd really make sure your stats knowledge is solid. Perhaps take a class that covers stochastic finance (Black-Scholes, etc.) if available. I learned the hard way that it is quite difficult to break into finance as a non-student, so do everything you can now to land that first gig. Good luck! Some starting resources: -Ernie Chan's books and blog ( https://epchan.blogspot.com/ ) -QuantStart has great…
Comment linking /
on “Ask HN: What are the best resources for learning about algorithmic trading?”check out this blog for a start: http://epchan.blogspot.com/ there are plenty of ways to trade without heading into the HFT world.
Comment linking /
on “HN: I want to trade my finance knowledge for python/django mentorship”Interactive Brokers has paper trading and good docs http://www.interactivebrokers.com/en/p.php?f=tws&p=p http://www.interactivebrokers.com/en/p.php?f=programInterfac... http://www.maxdama.com/ talks about the IB api a bit. I skimmed your comments and kept seeing the word python. There's a 3rd party python-IB package here (can't vouch for it): http://code.google.com/p/ibpy/ http://epchan.blogspot.com/ talks a little…
Comment linking /
on “Ask HN: Trading Algorithms”