Ernie Chan's Pitfalls of Backtesting

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If you do not know Ernie Chan, you should. He is easily one of the biggest names in the world as a credible quant researcher. Check out his info at http://epchan.blogspot.ca/ .

His book can be purchased at

http://www.amazon.com/Quantitative-Trading-Build-Algorithmic-Business/dp/0470284889

More details on this HUGE meetup event to come soon!