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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Chan, Ernest P., 1966-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]
Colección:Wiley trading series.
Temas:
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • Backtesting and automated execution
  • The basics of mean reversion
  • Implementing mean reversion strategies
  • Mean reversion of stocks and ETFs.