Algorithmic trading : winning strategies and their rationale / Ernest P. Chan.

Format:

Book

Author/Creator:

Chan, Ernest P., 1966-

Series:

Wiley trading series.

Wiley trading series

Language:

English

Subjects (All):

Investment analysis.

Stocks.

Exchange traded funds.

Algorithms.

Program trading (Securities).

Physical Description:

1 online resource (224 p.)

Edition:

1st edition

Place of Publication:

Hoboken, N.J. : John Wiley & Sons, Inc., 2013.

Language Note:

English

System Details:

text file

Summary:

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 manage

Contents:

Backtesting and automated execution

The basics of mean reversion

Implementing mean reversion strategies

Mean reversion of stocks and ETFs.

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

ISBN:

9781118676998

1118676998

9781118659557

1118659554

OCLC:

847142140