Algorithmic trading :winning strateg...
Chan, Ernest P., (1966-)

 

  • Algorithmic trading :winning strategies and their rationale /
  • 紀錄類型: 書目-語言資料,印刷品 : Monograph/item
    杜威分類號: 332.63/2042
    書名/作者: Algorithmic trading : : winning strategies and their rationale // Ernest P. Chan.
    作者: Chan, Ernest P.,
    出版者: Hoboken, New Jersey : : Wiley,, c2013.
    面頁冊數: xv, 207 p. : : ill. ;; 24 cm.
    標題: Investment analysis.
    標題: Stocks.
    標題: Exchange traded funds.
    標題: Algorithms.
    標題: Program trading (Securities)
    ISBN: 9781118460146 (hbk.) :
    ISBN: 1118460146 (hbk.)
    ISBN: 9781118659557 (ebk.)
    ISBN: 1118659554 (ebk.)
    書目註: Includes bibliographical references (p. 191-195) and index.
    內容註: 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.
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