Chan, Ernest P., 1966-
Algorithmic trading winning strategies and their rationale / [electronic resource] :
Ernest P. Chan.
- Hoboken, N.J. : John Wiley & Sons, Inc., 2013.
- xv, 207 p. : ill. (some col.).
- Wiley trading series .
- Wiley trading series. .
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.
Investment analysis.
Stocks.
Exchange traded funds.
Algorithms.
Program trading (Securities)
Electronic books.
HG4529 / .C443 2013eb
332.63/2042