Algorithmic Trading Winning Strategies and Their Rationale

Name: Algorithmic Trading Winning Strategies and Their Rationale
Availability: InStock
ISBN: 9781118460146

ISBN-10: 1118460146

ISBN-13: 9781118460146

Edition: 2013

Authors: Ernie Chan

List price: $79.00

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Description:

Markets are now almost always electronic, and as a result of decimalization, algorithmic trading is booming. Algorithmic trading (or "algo trading" as it is referred) is the use of computer programs (such as Excel or MatLab) for entering and executing trading orders with the computer algorithm deciding on certain aspects of the order, such as the timing, price, or even the final quantity of the order. Algorithmic trading may be used in any investment strategy, including market-making, inter-market spreading, arbitrage, or pure speculation (including trend following). The investment decision and implementation may be augmented at any stage with algorithmic support or may operate completely…

Book details

List price: $79.00
Copyright year: 2013
Publisher: John Wiley & Sons, Incorporated
Publication date: 5/28/2013
Binding: Hardcover
Pages: 224
Size: 6.00" wide x 9.00" long x 0.70" tall
Weight: 1.276
Language: English



Preface



Backtesting and Automated Execution



The Basics of Mean Reversion



Implementing Mean Reversion Strategies



Mean Reversion of Stocks and ETFs



Mean Reversion of Currencies and Futures



Interday Momentum Strategies



Intraday Momentum Strategies



Risk Management


Conclusion


Bibliography


About the Author


About the Website


Index