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...
Autor principal: | |
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Formato: | Libro electrónico |
Idioma: | Inglés |
Publicado: |
Hoboken, N.J. :
John Wiley & Sons, Inc
2013.
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Edición: | 1st edition |
Colección: | Wiley trading series.
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Materias: | |
Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629280406719 |
Tabla de Contenidos:
- Backtesting and automated execution
- The basics of mean reversion
- Implementing mean reversion strategies
- Mean reversion of stocks and ETFs.