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Algorithmic Trading de Ernie Chan

Algorithmic Trading

Autor Ernie Chan
en Limba Engleză Hardback – 28 mai 2013
Focuses on quantitative trading. This book offers readers an insight into how and why each trading strategy was developed, how it was implemented, and even how it was coded. It is suitable for anyone looking to create their own systematic trading strategies.
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Specificații

ISBN-13: 9781118460146
ISBN-10: 1118460146
Pagini: 224
Dimensiuni: 161 x 235 x 25 mm
Greutate: 0.4 kg
Editura: Wiley
Locul publicării:Hoboken, United States

Public țintă

Quantitative investors and traders (both institutional and individual) Regulators, Risk Managers, Auditors

Cuprins

Preface ix CHAPTER 1 Backtesting and Automated Execution 1 CHAPTER 2 The Basics of Mean Reversion 39 CHAPTER 3 Implementing Mean Reversion Strategies 63 CHAPTER 4 Mean Reversion of Stocks and ETFs 87 CHAPTER 5 Mean Reversion of Currencies and Futures 107 CHAPTER 6 Interday Momentum Strategies 133 CHAPTER 7 Intraday Momentum Strategies 155 CHAPTER 8 Risk Management 169 Conclusion 187 Bibliography 191 About the Author 197 About the Website 199 Index 201