UID:
almafu_9959327940002883
Format:
1 online resource
ISBN:
9781118746912
,
1118746910
,
9781118659557
,
1118659554
,
9781118676998
,
1118676998
,
1299634001
,
9781299634008
Series Statement:
Wiley trading series
Content:
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 brought to life with actual trading strategies, which give the reader insight into how and why each strategy was developed, how it was implemented, and even how it was coded. This book is a valuable resource for anyone looking to create their own systematic trading strategies and those involved in manager selection, where the knowledge contained in this book will lead to a more informed and nuanced conversation with managers."--DAREN SMITH, CFA, CAIA, FSA, Managing Director, Manager Selection & Portfolio Construction, University of Toronto Asset Management "Using an excellent selection of mean reversion and momentum strategies, Ernie explains the rationale behind each one, shows how to test it, how to improve it, and discusses implementation issues. His book is a careful, detailed exposition of the scientific method applied to strategy development. For serious retail traders, I know of no other book that provides this range of examples and level of detail. His discussions of how regime changes affect strategies, and of risk management, are invaluable bonuses."--Roger Hunter, Mathematician and Algorithmic Trader.
Note:
Backtesting and automated execution -- The basics of mean reversion -- Implementing mean reversion strategies -- Mean reversion of stocks and ETFs.
Additional Edition:
Print version: Chan, Ernest P., 1966- Algorithmic trading. Hoboken, New Jersey : John Wiley & Sons, Inc., [2013] ISBN 9781118460146
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118676998
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118676998
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118676998
