Algorithmic trading : winning strategies and their rationale /

Praise for Algorithmic Trading "Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are bro...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Chan, Ernest P., 1966-
Μορφή: Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]
Σειρά:Wiley trading series.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
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100 1 |a Chan, Ernest P.,  |d 1966- 
245 1 0 |a Algorithmic trading :  |b winning strategies and their rationale /  |c Ernest P. Chan. 
264 1 |a Hoboken, New Jersey :  |b John Wiley & Sons, Inc.,  |c [2013] 
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490 1 |a Wiley trading series 
504 |a Includes bibliographical references and index. 
505 0 |a Backtesting and automated execution -- The basics of mean reversion -- Implementing mean reversion strategies -- Mean reversion of stocks and ETFs. 
588 0 |a Print version record and CIP data provided by publisher. 
520 |a Praise for Algorithmic Trading "Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life with actual trading strategies, which give the reader insight into how and why each strategy was developed, how it was implemented, and even how it was coded. This book is a valuable resource for anyone looking to create their own systematic trading strategies and those involved in manager selection, where the knowledge contained in this book will lead to a more informed and nuanced conversation with managers."--DAREN SMITH, CFA, CAIA, FSA, Managing Director, Manager Selection & Portfolio Construction, University of Toronto Asset Management "Using an excellent selection of mean reversion and momentum strategies, Ernie explains the rationale behind each one, shows how to test it, how to improve it, and discusses implementation issues. His book is a careful, detailed exposition of the scientific method applied to strategy development. For serious retail traders, I know of no other book that provides this range of examples and level of detail. His discussions of how regime changes affect strategies, and of risk management, are invaluable bonuses." --Roger Hunter, Mathematician and Algorithmic Trader. 
650 0 |a Investment analysis. 
650 0 |a Stocks. 
650 0 |a Exchange traded funds. 
650 0 |a Algorithms. 
650 0 |a Program trading (Securities) 
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650 4 |a Stocks. 
650 4 |a Exchange traded funds. 
650 4 |a Algorithms. 
650 4 |a Program trading (Securities) 
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650 7 |a Algorithms.  |2 local 
650 7 |a Program trading (Securities)  |2 local 
655 4 |a Electronic books. 
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776 0 8 |i Print version:  |a Chan, Ernest P., 1966-  |t Algorithmic trading.  |d Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]  |z 9781118460146  |w (DLC) 2013008380 
830 0 |a Wiley trading series. 
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