Algorithmic trading winning strategies and their rationale - Chan, Ernest P., 1966-; ebrary, Inc. (Hoboken, N.J. : John Wiley & Sons, Inc., 2013)
Backtesting and automated execution -- The basics of mean reversion -- Implementing mean reversion strategies -- Mean reversion of stocks and ETFs.
Includes bibliographical references and index.
Electronic reproduction.
Keywords: Investment analysis; Stocks; Exchange traded funds; Algorithms; Program trading (Securities); Electronic books