Algorithmic trading winning strategies and their rationale /

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Bibliographic Details
Main Author: Chan, Ernest P., 1966-
Corporate Author: ebrary, Inc
Format: Electronic eBook
Language:English
Published: Hoboken, N.J. : John Wiley & Sons, Inc., 2013.
Series:Wiley trading series.
Subjects:
Online Access:An electronic book accessible through the World Wide Web; click to view
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Table of Contents:
  • Backtesting and automated execution
  • The basics of mean reversion
  • Implementing mean reversion strategies
  • Mean reversion of stocks and ETFs.