Algorithmic trading winning strategies and their rationale /
| Основен автор: | Chan, Ernest P., 1966- |
|---|---|
| Автор-организации: | ebrary, Inc. |
| Формат: | Електронен |
| Език: | English |
| Публикувано: |
Hoboken, N.J. :
John Wiley & Sons, Inc.,
2013.
|
| Серия: |
Wiley trading series.
|
| Предмети: | |
| Онлайн достъп: |
An electronic book accessible through the World Wide Web; click to view |
Съдържание:
- Backtesting and automated execution
- The basics of mean reversion
- Implementing mean reversion strategies
- Mean reversion of stocks and ETFs.