Chan, Ernest P. 1966- creator text bibliography Electronic books. Electronic books. nju 2013 monographic eng

electronic resource

1 online resource. 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. Backtesting and automated execution -- The basics of mean reversion -- Implementing mean reversion strategies -- Mean reversion of stocks and ETFs. Ernest P. Chan. Includes bibliographical references and index. 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 Algorithms Exchange traded funds Investment analysis Program trading (Securities) Stocks Investment analysis Stocks Exchange traded funds Algorithms Program trading (Securities) HG4529 332.63/2042 Chan, Ernest P., 1966- Hoboken, New Jersey : John Wiley & Sons, Inc., [2013] (DLC) 2013008380 9781118746912 1118746910 9781118659557 1118659554 9781118676998 1118676998 2013013044 EB00064209 Recorded Books CL0500000304 Safari Books Online 980BF89F-3823-44FC-B182-5A07730B6868 OverDrive, Inc. http://onlinelibrary.wiley.com/book/10.1002/9781118676998 http://onlinelibrary.wiley.com/book/10.1002/9781118676998 DLC 130328 20171107075827.0 ocn833631175 eng