Algorithmic trading : winning strategies and their rationale
Chan, Ernest P., 1966-2013
Book
A book on quantitative trading written by a seasoned practitioner. With emphasis on real examples as opposed to just theory, it not only describes concepts but brings them to life with actual trading strategies, which gives the reader insight into how and why each strategy was developed, how it was implemented, and even how it was coded.
Main title:
Algorithmic trading : winning strategies and their rationale / Ernest P. Chan.
Author:
Imprint:
Hoboken, New Jersey : Wiley, 2013.
Collation:
xv, 207 p. : ill. ; 24 cm.
Series title:
Notes:
Includes bibliographical references (p. 191-195) and index.
Linking notes:
Online version Chan, Ernest P., 1966- Algorithmic trading Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]
Contents:
Backtesting and automated execution -- The basics of mean reversion -- Implementing mean reversion strategies -- Mean reversion of stocks and ETFs -- Mean reversion of currencies and futures -- Interday momentum strategies -- Risk management.
ISBN:
9781118460146 (cloth)1118460146 (cloth)
Dewey class:
332.632042332.632
LC class:
HG4529
Language:
English
BRN:
218016
| Location | Collection | Call number | Status/Desc |
|---|---|---|---|
| Kathleen Syme Carlton | -Business and IT | BUSIN 332.632 CHAN | Available |
| Library at the Dock | -Business and IT | BUSIN 332.632 CHAN | Available |