Algorithmic trading winning strategies and their rationale

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1. Verfasser: Chan, Ernest P. 1966- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Hoboken, New Jersey Wiley [2013]
Schriftenreihe:Wiley trading series
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Datensatz im Suchindex

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author Chan, Ernest P. 1966-
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author_facet Chan, Ernest P. 1966-
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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
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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