EconPapers    
Economics at your fingertips  
 

Quantitative Trading

Shuai Chen
Additional contact information
Shuai Chen: Tsinghua University

Chapter 16 in Decoding the Market, 2025, pp 161-167 from Springer

Abstract: Abstract Quantitative trading is a systematic investment approach that utilizes mathematical models, statistical analysis, and automated execution to identify and exploit market opportunities. This chapter examines core quantitative strategies—including arbitrage, trend-following, mean reversion, high-frequency trading, and market-neutral approaches—while analyzing both successful and cautionary cases in the industry. It highlights how quantitative systems extract statistical edges from market data while confronting practical challenges like model risk, regime shifts, and extreme events.

Date: 2025
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:mgmchp:978-981-95-3064-9_16

Ordering information: This item can be ordered from
http://www.springer.com/9789819530649

DOI: 10.1007/978-981-95-3064-9_16

Access Statistics for this chapter

More chapters in Management for Professionals from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2026-08-19
Handle: RePEc:spr:mgmchp:978-981-95-3064-9_16