Algorithmic trading : winning strategies and their rationale
Ernest P. Chan
| Year of publication: |
c 2013
|
|---|---|
| Authors: | Chan, Ernie ; Chan, Ernest P. |
| Publisher: |
Hoboken, NJ : Wiley |
| Subject: | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Algorithmus | Algorithm | Finanzanalyse | Financial analysis | Wertpapierhandel |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] |
| Extent: | XV, 207 S. graph. Darst. 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references (pages 191-195) and index Backtesting and automated execution -- The basics of mean reversion -- Implementing mean reversion strategies -- Mean reversion of stocks and ETFs. |
| ISBN: | 1-118-46014-6 ; 978-1-118-46014-6 ; 978-1-118-65955-7 |
| Classification: | Investition, Finanzierung ; Methoden und Techniken der Betriebswirtschaft ; Angewandte Mathematik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009766474