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...

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Bibliographic Details
Main Author: Chan, Ernest P.
Format: eBook
Language:English
Published: Hoboken, New Jersey John Wiley & Sons, Inc. 2013
Series:Wiley trading series
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