Algorithmic trading winning strategies and their rationale /
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| Hovedforfatter: | |
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| Institution som forfatter: | |
| Format: | Electronisk eBog |
| Sprog: | engelsk |
| Udgivet: |
Hoboken, N.J. :
John Wiley & Sons, Inc.,
2013.
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| Serier: | Wiley trading series.
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| Fag: | |
| Online adgang: | An electronic book accessible through the World Wide Web; click to view |
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Indholdsfortegnelse:
- Backtesting and automated execution
- The basics of mean reversion
- Implementing mean reversion strategies
- Mean reversion of stocks and ETFs.