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 are bro...
Main Author: | |
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Format: | eBook |
Language: | English |
Published: |
Hoboken, New Jersey
John Wiley & Sons, Inc.
2013
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Series: | Wiley trading series
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Subjects: | |
Online Access: | |
Collection: | O'Reilly - Collection details see MPG.ReNa |
Table of Contents:
- Includes bibliographical references and index
- Backtesting and automated execution
- The basics of mean reversion
- Implementing mean reversion strategies
- Mean reversion of stocks and ETFs