Algorithmic trading : (Record no. 24691)
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| LIBRARY OF CONGRESS CONTROL NUMBER | |
|---|---|
| LC control number | 2013008380 |
| INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118460146 |
| INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118460146 (cloth) |
| DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Call number | 332.63/2042 |
| MAIN ENTRY--PERSONAL NAME | |
| Authors | Chan, Ernest P. , |
| Dates | 1966- |
| TITLE STATEMENT | |
| Title | Algorithmic trading : |
| Subtitle | winning strategies and their rationale / |
| Statement of responsibility, etc | Ernest P. Chan |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Hoboken, N.J. : |
| Publisher | Wiley, |
| Date | 2013. |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Date | ©2013. |
| PHYSICAL DESCRIPTION | |
| Extent | xv, 207 p. : |
| Other Details | ill. ; |
| Size | 24 cm. |
| SERIES STATEMENT | |
| Series statement | Wiley trading series |
| CONTENTS | |
| Contents | 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. |
| SUMMARY | |
| Summary | 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. |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Heading | Investment analysis |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Heading | Stocks |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Heading | Exchange traded funds |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Heading | Algorithms |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Heading | Program trading (Securities) |
| ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://uowd.box.com/s/5gjkje3xpj9pb0o1rcb3xi5ct5s2vteq |
| Public note | Location Map |
| MAIN ENTRY--PERSONAL NAME | |
| -- | 49043 |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| -- | 648 |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| -- | 11648 |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
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| SUBJECT ADDED ENTRY--TOPICAL TERM | |
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| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| -- | 49045 |
| Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Permanent location | Current location | Shelving location | Date acquired | Source of acquisition | Full call number | Barcode | Date last seen | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| University of Wollongong in Dubai | University of Wollongong in Dubai | Main Collection | 2014-10-08 | AMAUK | 332.632042 CH AL | T0012551 | 2017-01-26 | 30.88 | 2017-01-26 | REGULAR |