Quantitative Trading: An Introduction Peng Liu Pages 1-33 Electronic Market Peng Liu Pages 35-75 Forward and Futures Contracts Peng Liu Pages 77-105 Understanding Risk and Return Peng Liu Pages 107-140 Trend-Following Strategy Peng Liu Pages 141-174 Momentum Trading Strategy Peng Liu Pages 175-196 Backtesting a Trading Strategy Peng Liu Pages 197-223 Statistical Arbitrage with Hypothesis Testing Peng Liu Pages 225-255 Optimizing Trading Strategies with Bayesian Optimization Peng Liu Pages 257-301 Pairs Trading Using Machine Learning Peng Liu Pages 303-325 Back Matter Pages 327-337