Algorithmic trading winning strategies and their rationale /

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书目详细资料
主要作者: Chan, Ernest P., 1966-
企业作者: ebrary, Inc
格式: 电子 电子书
语言:英语
出版: Hoboken, N.J. : John Wiley & Sons, Inc., 2013.
丛编:Wiley trading series.
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在线阅读:An electronic book accessible through the World Wide Web; click to view
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书本目录:
  • Backtesting and automated execution
  • The basics of mean reversion
  • Implementing mean reversion strategies
  • Mean reversion of stocks and ETFs.