Algorithmic trading : winning strategies and their rationale
(2013)
Nonfiction
Book
Series:
Call Numbers:
332.632042/CHAN,E
0 Holds on 1 Copy
Availability
Details
PUBLISHED
Hoboken, New Jersey : Wiley, [2013]
©2013
©2013
DESCRIPTION
xv, 207 pages : illustrations ; 24 cm
ISBN/ISSN
9781118460146 (cloth), 1118460146 (cloth)
LANGUAGE
English
SERIES
NOTES
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 -- Intraday momentum strategies -- Risk management