Algorithmic trading : winning strategies and their rationale /

• 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: Investment analysis.; Stocks.; Exchange traded funds.; Algorithms.; Program trading (Securities); BUSINESS & ECONOMICS > Investments & Securities > General.; Electronic books.

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...

Πίνακας περιεχομένων:

• Backtesting and automated execution
• The basics of mean reversion
• Implementing mean reversion strategies
• Mean reversion of stocks and ETFs.