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

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Material type: Book

BookSeries: Wiley trading seriesPublication details: Hoboken, N.J. : John Wiley & Sons, Inc., 2013.Description: xv, 207 p. : ill. (some col.)Subject(s):

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Contents:

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

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode
E-Books	Main Library	332.63/2042 (Browse shelf(Opens below))	Available		EB435

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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