Algorithmic trading winning strategies and their rationale
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Hoboken, New Jersey
Wiley
[2013]
|
Schriftenreihe: | Wiley trading series
|
Schlagworte: | |
Online-Zugang: | DE-Aug4 DE-861 DE-19 URL des Erstveröffentlichers |
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MARC
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245 | 1 | 0 | |a Algorithmic trading |b winning strategies and their rationale |c Ernest P. Chan |
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490 | 0 | |a Wiley trading series | |
500 | |a 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 | ||
650 | 7 | |a BUSINESS & ECONOMICS / Investments & Securities / General |2 bisacsh | |
650 | 7 | |a Investment analysis |2 local | |
650 | 7 | |a Stocks |2 local | |
650 | 7 | |a Exchange traded funds |2 local | |
650 | 7 | |a Algorithms |2 local | |
650 | 7 | |a Program trading (Securities) |2 local | |
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650 | 4 | |a Stocks | |
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650 | 4 | |a Algorithms | |
650 | 4 | |a Program trading (Securities) | |
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Datensatz im Suchindex
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---|---|
any_adam_object | |
author | Chan, Ernest P. 1966- |
author_GND | (DE-588)1173842918 |
author_facet | Chan, Ernest P. 1966- |
author_role | aut |
author_sort | Chan, Ernest P. 1966- |
author_variant | e p c ep epc |
building | Verbundindex |
bvnumber | BV042142118 |
collection | ZDB-35-WIC |
ctrlnum | (OCoLC)833631175 (DE-599)BVBBV042142118 |
dewey-full | 332.63/2042 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.63/2042 |
dewey-search | 332.63/2042 |
dewey-sort | 3332.63 42042 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
doi_str_mv | 10.1002/9781118676998 |
format | Electronic eBook |
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id | DE-604.BV042142118 |
illustrated | Not Illustrated |
indexdate | 2024-12-24T04:15:09Z |
institution | BVB |
isbn | 1118659554 1118676998 1118746910 9781118659557 9781118676998 9781118746912 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027582078 |
oclc_num | 833631175 |
open_access_boolean | |
owner | DE-Aug4 DE-861 DE-19 DE-BY-UBM |
owner_facet | DE-Aug4 DE-861 DE-19 DE-BY-UBM |
physical | 1 Online-Ressource (xv, 207 Seiten) |
psigel | ZDB-35-WIC FHR_PDA_WIC UBG_PDA_WIC ZDB-35-WIC FHA_PDA_WIC_Kauf ZDB-35-WIC FRO_PDA_WIC ZDB-35-WIC UBM_Einzelkauf_2024 |
publishDate | 2013 |
publishDateSearch | 2013 |
publishDateSort | 2013 |
publisher | Wiley |
record_format | marc |
series2 | Wiley trading series |
spelling | Chan, Ernest P. 1966- Verfasser (DE-588)1173842918 aut Algorithmic trading winning strategies and their rationale Ernest P. Chan Hoboken, New Jersey Wiley [2013] © 2013 1 Online-Ressource (xv, 207 Seiten) txt rdacontent c rdamedia cr rdacarrier Wiley trading series 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 BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Investment analysis local Stocks local Exchange traded funds local Algorithms local Program trading (Securities) local Wirtschaft Investment analysis Stocks Exchange traded funds Algorithms Program trading (Securities) Erscheint auch als Druck-Ausgabe, Hardcover 1-118-46014-6 Erscheint auch als Druck-Ausgabe, Hardcover 978-1-118-46014-6 https://doi.org/10.1002/9781118676998 Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Chan, Ernest P. 1966- Algorithmic trading winning strategies and their rationale BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Investment analysis local Stocks local Exchange traded funds local Algorithms local Program trading (Securities) local Wirtschaft Investment analysis Stocks Exchange traded funds Algorithms Program trading (Securities) |
title | Algorithmic trading winning strategies and their rationale |
title_auth | Algorithmic trading winning strategies and their rationale |
title_exact_search | Algorithmic trading winning strategies and their rationale |
title_full | Algorithmic trading winning strategies and their rationale Ernest P. Chan |
title_fullStr | Algorithmic trading winning strategies and their rationale Ernest P. Chan |
title_full_unstemmed | Algorithmic trading winning strategies and their rationale Ernest P. Chan |
title_short | Algorithmic trading |
title_sort | algorithmic trading winning strategies and their rationale |
title_sub | winning strategies and their rationale |
topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Investment analysis local Stocks local Exchange traded funds local Algorithms local Program trading (Securities) local Wirtschaft Investment analysis Stocks Exchange traded funds Algorithms Program trading (Securities) |
topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Investment analysis Stocks Exchange traded funds Algorithms Program trading (Securities) Wirtschaft |
url | https://doi.org/10.1002/9781118676998 |
work_keys_str_mv | AT chanernestp algorithmictradingwinningstrategiesandtheirrationale |