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...

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Detalles Bibliográficos
Autor principal: Chan, Ernest P., 1966- (-)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Hoboken, N.J. : John Wiley & Sons, Inc 2013.
Edición:1st edition
Colección:Wiley trading series.
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.