| 000 | 02601cam a2200301 a 4500 | ||
|---|---|---|---|
| 999 |
_c24691 _d24691 |
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| 001 | 58096 | ||
| 010 | _a 2013008380 | ||
| 020 | _a9781118460146 | ||
| 020 | _a1118460146 (cloth) | ||
| 040 | _aDLC | ||
| 082 | 0 | 0 | _a332.63/2042 |
| 100 | 1 |
_aChan, Ernest P. , _d1966- _949043 |
|
| 245 | 1 | 0 |
_aAlgorithmic trading : _bwinning strategies and their rationale / _cErnest P. Chan |
| 260 |
_aHoboken, N.J. : _bWiley, _c2013. |
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| 260 | _c©2013. | ||
| 300 |
_axv, 207 p. : _bill. ; _c24 cm. |
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| 490 | 0 | _aWiley trading series | |
| 504 | _aIncludes bibliographical references (p. 191-195) and index. | ||
| 505 | 0 | _aBacktesting 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. | |
| 520 | _aPraise 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. | ||
| 650 | 0 |
_aInvestment analysis _9648 |
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| 650 | 0 |
_aStocks _911648 |
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| 650 | 0 |
_aExchange traded funds _949044 |
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| 650 | 0 |
_aAlgorithms _92438 |
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| 650 | 0 |
_aProgram trading (Securities) _949045 |
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| 856 |
_uhttps://uowd.box.com/s/5gjkje3xpj9pb0o1rcb3xi5ct5s2vteq _zLocation Map |
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| 942 |
_cREGULAR _2ddc |
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