Algorithmic trading winning strategies and their rationale

By: Chan, Ernest PMaterial type: TextTextOriginal language: Spanish Publisher: New Jersey ; Wiley ; 2013Description: 207 pISBN: 978-1-118-46014-6Subject(s): Análisis de inversiones | Acciones | Algoritmos | Análisis financiero | Negociación asistida por ordenador- valores | Rastreadores-finanzasLOC classification: HG/4515.5/CH36/2013/EN
Contents:
Contiene: 1. Backtesting and automated execution.- 2. The basics of mean reversion.- 3. Implementing mean reversion strategies.- 4. Mean reversion of stocks and ETFs.- 5. Mean reversion of currencies and futures.- 6. Interday momentum strategies.- 7. Intraday momentum strategies.- 8. Risk management.
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Libros Libros Biblioteca de la Superintendencia del Mercado de Valores - SMV
HG/4515.5/CH36/2013/EN (Browse shelf) Available 00009690

Contiene: 1. Backtesting and automated execution.- 2. The basics of mean reversion.- 3. Implementing mean reversion strategies.- 4. Mean reversion of stocks and ETFs.- 5. Mean reversion of currencies and futures.- 6. Interday momentum strategies.- 7. Intraday momentum strategies.- 8. Risk management.

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