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Author Chan, Ernest P., 1966-

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

Imprint Hoboken, N.J. : John Wiley & Sons, Inc., 2013.

Copies

Location Call No. OPAC Message Status
 Axe ProQuest E-Book  Electronic Book    ---  Available
Description xv, 207 p. : ill. (some col.).
Series Wiley trading series
Wiley trading series.
Bibliography Includes bibliographical references and index.
Contents Backtesting and automated execution -- The basics of mean reversion -- Implementing mean reversion strategies -- Mean reversion of stocks and ETFs.
Reproduction Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Subject Investment analysis.
Stocks.
Exchange traded funds.
Algorithms.
Program trading (Securities)
Genre/Form Electronic books.
Added Author ProQuest (Firm)
ISBN 9781118460146 (cloth)
9781118659557 (electronic bk.)

 
    
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