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Algorithmic Trading Winning Strategies and Their Rationale

ISBN-10: 1118460146
ISBN-13: 9781118460146
Edition: 2013
Authors: Ernie Chan
List price: $75.00 Buy it from $40.46
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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  More...

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Book details

List price: $75.00
Copyright year: 2013
Publisher: John Wiley & Sons, Incorporated
Publication date: 5/28/2013
Binding: Hardcover
Pages: 224
Size: 6.75" wide x 9.50" long x 0.75" tall
Weight: 0.880
Language: English

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 automatically. Algorithmic Trading provides an understanding of the core concepts in quantitative trading, an understanding of the process of using mathematics and statistics to analyze the profitability of a trading model, a “hands on” experience of how backtesting is done, and an understanding of pair trading in stocks, ETFs, futures and currencies. Chan shows investors how to use Excel and MatLab to build their own algo trading tools, as well as FX1, an FX trading platform growing in popularity.He also  shows investors how to conduct quantitative research and analysis, and turn quantitative trading strategies into profits using stocks, ETFs, futures, and other financial instruments.

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

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