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008 130328s2013 nju ob 001 0 eng
010 _a 2013013044
040 _aDLC
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020 _a9781118746912
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020 _a1118746910
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020 _a9781118659557
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020 _a1118659554
_q(pdf)
020 _a9781118676998
020 _a1118676998
020 _z9781118460146
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020 _z1118460146
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042 _apcc
050 0 0 _aHG4529
072 7 _aBUS
_x036000
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082 0 0 _a332.63/2042
_223
049 _aMAIN
100 1 _aChan, Ernest P.,
_d1966-
245 1 0 _aAlgorithmic trading :
_bwinning strategies and their rationale /
_cErnest P. Chan.
264 1 _aHoboken, New Jersey :
_bJohn Wiley & Sons, Inc.,
_c[2013]
300 _a1 online resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aWiley trading series
504 _aIncludes bibliographical references and index.
505 0 _aBacktesting and automated execution -- The basics of mean reversion -- Implementing mean reversion strategies -- Mean reversion of stocks and ETFs.
588 0 _aPrint version record and CIP data provided by publisher.
520 _aPraise 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.
650 0 _aInvestment analysis.
650 0 _aStocks.
650 0 _aExchange traded funds.
650 0 _aAlgorithms.
650 0 _aProgram trading (Securities)
650 4 _aInvestment analysis.
650 4 _aStocks.
650 4 _aExchange traded funds.
650 4 _aAlgorithms.
650 4 _aProgram trading (Securities)
650 7 _aBUSINESS & ECONOMICS
_xInvestments & Securities
_xGeneral.
_2bisacsh
650 7 _aAlgorithms.
_2fast
_0(OCoLC)fst00805020
650 7 _aExchange traded funds.
_2fast
_0(OCoLC)fst00917688
650 7 _aInvestment analysis.
_2fast
_0(OCoLC)fst00978180
650 7 _aProgram trading (Securities)
_2fast
_0(OCoLC)fst01078669
650 7 _aStocks.
_2fast
_0(OCoLC)fst01133704
650 7 _aInvestment analysis.
_2local
650 7 _aStocks.
_2local
650 7 _aExchange traded funds.
_2local
650 7 _aAlgorithms.
_2local
650 7 _aProgram trading (Securities)
_2local
655 4 _aElectronic books.
655 7 _aElectronic books.
_2local
776 0 8 _iPrint version:
_aChan, Ernest P., 1966-
_tAlgorithmic trading.
_dHoboken, New Jersey : John Wiley & Sons, Inc., [2013]
_z9781118460146
_w(DLC) 2013008380
830 0 _aWiley trading series.
856 4 0 _uhttp://onlinelibrary.wiley.com/book/10.1002/9781118676998
_zWiley Online Library
938 _aEBL - Ebook Library
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