02830nam 2200721 a 450 991013253050332120200520144314.01-118-67699-81-118-65955-4(CKB)3460000000129150(EBL)1204071(OCoLC)847142140(SSID)ssj0000886947(PQKBManifestationID)11539649(PQKBTitleCode)TC0000886947(PQKBWorkID)10835616(PQKB)10722861(DLC) 2013013044(WaSeSS)IndRDA00019613(Au-PeEL)EBL1204071(CaPaEBR)ebr10713666(CaONFJC)MIL494650(CaSebORM)9781118746912(MiAaPQ)EBC1204071(PPN)183720229(EXLCZ)99346000000012915020130322d2013 uy 0engur|n|---|||||txtccrAlgorithmic trading[electronic resource] winning strategies and their rationale /Ernest P. Chan1st editionHoboken, N.J. John Wiley & Sons, Inc.20131 online resource (224 p.)Wiley trading seriesDescription based upon print version of record.1-118-46014-6 1-118-74691-0 Includes bibliographical references and index.Backtesting and automated execution -- The basics of mean reversion -- Implementing mean reversion strategies -- Mean reversion of stocks and ETFs. 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 manageWiley trading series.Investment analysisStocksExchange traded fundsAlgorithmsProgram trading (Securities)Investment analysis.Stocks.Exchange traded funds.Algorithms.Program trading (Securities)332.63/2042Chan Ernest P.1966-962296MiAaPQMiAaPQMiAaPQBOOK9910132530503321Algorithmic trading2264265UNINA