04983cam a2200913 i 4500 ocn833631175 OCoLC 20171107075827.0 m o d cr ||||||||||| 130328s2013 nju ob 001 0 eng 2013013044 9781118746912 (epub) 1118746910 (epub) 9781118659557 (pdf) 1118659554 (pdf) 9781118676998 1118676998 9781118460146 (cloth) 1118460146 (cloth) EB00064209 Recorded Books AU@ 000052162295 CHNEW 000618674 CHVBK 303208899 DEBBG BV041432826 DEBBG BV042739395 DEBSZ 398287643 DKDLA 820120-katalog:000652706 NZ1 15348172 DEBBG BV042142118 (OCoLC)833631175 (OCoLC)859207777 (OCoLC)864919188 (OCoLC)894391901 (OCoLC)961637313 (OCoLC)962650390 (OCoLC)966099922 CL0500000304 Safari Books Online 980BF89F-3823-44FC-B182-5A07730B6868 OverDrive, Inc. http://www.overdrive.com DLC eng rda pn DLC YDX N$T E7B MEAUC IAI UMI DEBSZ YDXCP DG1 TEFOD OCLCO OCLCF RECBK TEFOD OCLCQ VT2 EBLCP DG1 LOA pcc MAIN HG4529 BUS 036000 bisacsh 332.63/2042 23 Chan, Ernest P., 1966- Algorithmic trading : winning strategies and their rationale / Ernest P. Chan. [electronic resource] Hoboken, New Jersey : John Wiley & Sons, Inc., [2013] 1 online resource. text txt rdacontent computer c rdamedia online resource cr rdacarrier 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. Praise for Algorithmic Trading "Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life with actual trading strategies, which give the reader insight into how and why each strategy was developed, how it was implemented, and even how it was coded. This book is a valuable resource for anyone looking to create their own systematic trading strategies and those involved in manager selection, where the knowledge contained in this book will lead to a more informed and nuanced conversation with managers."--DAREN SMITH, CFA, CAIA, FSA, Managing Director, Manager Selection & Portfolio Construction, University of Toronto Asset Management "Using an excellent selection of mean reversion and momentum strategies, Ernie explains the rationale behind each one, shows how to test it, how to improve it, and discusses implementation issues. His book is a careful, detailed exposition of the scientific method applied to strategy development. For serious retail traders, I know of no other book that provides this range of examples and level of detail. His discussions of how regime changes affect strategies, and of risk management, are invaluable bonuses." --Roger Hunter, Mathematician and Algorithmic Trader. Print version record and CIP data provided by publisher. Investment analysis. Stocks. Exchange traded funds. Algorithms. Program trading (Securities) Investment analysis. Stocks. Exchange traded funds. Algorithms. Program trading (Securities) BUSINESS & ECONOMICS Investments & Securities General. bisacsh Algorithms. fast (OCoLC)fst00805020 Exchange traded funds. fast (OCoLC)fst00917688 Investment analysis. fast (OCoLC)fst00978180 Program trading (Securities) fast (OCoLC)fst01078669 Stocks. fast (OCoLC)fst01133704 Investment analysis. local Stocks. local Exchange traded funds. local Algorithms. local Program trading (Securities) local Electronic books. Electronic books. local Print version: Chan, Ernest P., 1966- Algorithmic trading. Hoboken, New Jersey : John Wiley & Sons, Inc., [2013] 9781118460146 (DLC) 2013008380 Wiley trading series. http://onlinelibrary.wiley.com/book/10.1002/9781118676998 Wiley Online Library ddc BK 206608 206608