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