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Algorithmic trading [electronic resource] : winning strategies and their rationale / Ernest P. Chan.

By: Contributor(s): Material type: TextSeries: Wiley trading seriesPublication details: Hoboken, N.J. : John Wiley & Sons, Inc., 2013.Description: xv, 207 p. : ill. (some col.)Subject(s): Genre/Form: DDC classification:
  • 332.63/2042 23
LOC classification:
  • HG4529 .C443 2013eb
Online resources:
Contents:
Backtesting and automated execution -- The basics of mean reversion -- Implementing mean reversion strategies -- Mean reversion of stocks and ETFs.
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Includes bibliographical references and index.

Backtesting and automated execution -- The basics of mean reversion -- Implementing mean reversion strategies -- Mean reversion of stocks and ETFs.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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