|
|
|
|
|
|
|
|
1. |
Record Nr. |
UNINA9910823251203321 |
|
|
Autore |
Chan Ernest P. <1966-> |
|
|
Titolo |
Algorithmic trading : winning strategies and their rationale / / Ernest P. Chan |
|
|
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Hoboken, N.J., : John Wiley & Sons, Inc., 2013 |
|
|
|
|
|
|
|
ISBN |
|
9781118676998 |
1118676998 |
9781118659557 |
1118659554 |
|
|
|
|
|
|
|
|
Edizione |
[1st edition] |
|
|
|
|
|
Descrizione fisica |
|
1 online resource (224 p.) |
|
|
|
|
|
|
Collana |
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
Soggetti |
|
Investment analysis |
Stocks |
Exchange traded funds |
Algorithms |
Program trading (Securities) |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Note generali |
|
Description based upon print version of record. |
|
|
|
|
|
|
Nota di bibliografia |
|
Includes bibliographical references and index. |
|
|
|
|
|
|
Nota di contenuto |
|
Backtesting and automated execution -- The basics of mean reversion -- Implementing mean reversion strategies -- Mean reversion of stocks and ETFs. |
|
|
|
|
|
|
|
|
Sommario/riassunto |
|
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 |
|
|
|
|
|
|
|