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@@ -1,14 +1,15 @@
 {
     "author": "Ernest P. Chan",
     "book_title": "Algorithmic Trading: Winning Strategies and Their Rationale",
-    "summary": "In 'Algorithmic Trading: Winning Strategies and Their Rationale', Ernest P. Chan provides a practical guide to algorithmic trading strategies suitable for both retail and institutional traders. The book emphasizes the importance of backtesting and automated execution, presenting a range of strategies primarily focused on mean reversion and momentum. Chan discusses statistical techniques for detecting mean reversion, such as the Augmented Dickey-Fuller test and the Hurst exponent, and explains how to implement these strategies across various asset classes, including stocks, ETFs, currencies, and futures. The author also delves into the intricacies of momentum trading, exploring its drivers and proposing strategies to capitalize on both time series and cross-sectional momentum. Throughout the book, Chan highlights common pitfalls in algorithmic trading, such as data-snooping bias and survivorship bias, and stresses the importance of careful implementation to avoid discrepancies between backtested results and live trading outcomes. Additionally, he covers risk management principles, including the Kelly formula, and discusses the selection of appropriate software platforms for backtesting and execution. The book aims to equip traders with the knowledge and tools necessary to navigate the complexities of algorithmic trading successfully.",
+    "summary": "In 'Algorithmic Trading: Winning Strategies and Their Rationale', Ernest P. Chan provides a practical guide to algorithmic trading strategies suitable for both retail and institutional traders. The book emphasizes the importance of backtesting and automated execution, offering insights into mean-reversion and momentum strategies. Chan discusses various statistical techniques for detecting mean reversion, such as the Augmented Dickey-Fuller test and the Hurst exponent, and explains how to implement these strategies across different asset classes, including stocks, ETFs, currencies, and futures. The author also explores the challenges posed by high-frequency trading and dark pools, while providing a thorough examination of risk management techniques, including the Kelly formula and Monte Carlo simulations. The book aims to demystify algorithmic trading by focusing on simple, linear strategies and addressing common pitfalls that can lead to discrepancies between backtested results and live trading outcomes. Chan's work is grounded in practical experience, making it accessible to traders at all levels who seek to understand the rationale behind successful trading strategies.",
     "areas": [
         "Backtesting and Automated Execution",
         "Mean Reversion Strategies",
         "Momentum Strategies",
         "Statistical Techniques for Trading",
         "Risk Management",
-        "Implementation Challenges",
+        "Implementation of Trading Strategies",
+        "Challenges in Algorithmic Trading",
         "Software Platforms for Trading",
         "Common Pitfalls in Algorithmic Trading"
     ]