Algorithmic trading: winning strategies and their rationale
Praise for Algorithmic Trading "Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are bro...
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Hoboken, New Jersey
John Wiley & Sons, Inc.
[2013]
|
| Schriftenreihe: | Wiley trading series
|
| Schlagwörter: | |
| Links: | https://learning.oreilly.com/library/view/-/9781118746912/?ar |
| Zusammenfassung: | Praise for Algorithmic Trading "Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life with actual trading strategies, which give the reader insight into how and why each strategy was developed, how it was implemented, and even how it was coded. This book is a valuable resource for anyone looking to create their own systematic trading strategies and those involved in manager selection, where the knowledge contained in this book will lead to a more informed and nuanced conversation with managers."--DAREN SMITH, CFA, CAIA, FSA, Managing Director, Manager Selection & Portfolio Construction, University of Toronto Asset Management "Using an excellent selection of mean reversion and momentum strategies, Ernie explains the rationale behind each one, shows how to test it, how to improve it, and discusses implementation issues. His book is a careful, detailed exposition of the scientific method applied to strategy development. For serious retail traders, I know of no other book that provides this range of examples and level of detail. His discussions of how regime changes affect strategies, and of risk management, are invaluable bonuses."--Roger Hunter, Mathematician and Algorithmic Trader. |
| Beschreibung: | Includes bibliographical references and index. - Print version record and CIP data provided by publisher |
| Umfang: | 1 Online-Ressource (xv, 207 Seiten) |
| ISBN: | 9781118746912 1118746910 9781118659557 1118659554 9781118676998 1118676998 1299634001 9781299634008 |
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| id | ZDB-30-ORH-047542071 |
| illustrated | Not Illustrated |
| indexdate | 2025-01-17T11:21:29Z |
| institution | BVB |
| isbn | 9781118746912 1118746910 9781118659557 1118659554 9781118676998 1118676998 1299634001 9781299634008 |
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| spelling | Chan, Ernest P. 1966- VerfasserIn aut Algorithmic trading winning strategies and their rationale Ernest P. Chan Hoboken, New Jersey John Wiley & Sons, Inc. [2013] 1 Online-Ressource (xv, 207 Seiten) Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Wiley trading series Includes bibliographical references and index. - Print version record and CIP data provided by publisher Praise for Algorithmic Trading "Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life with actual trading strategies, which give the reader insight into how and why each strategy was developed, how it was implemented, and even how it was coded. This book is a valuable resource for anyone looking to create their own systematic trading strategies and those involved in manager selection, where the knowledge contained in this book will lead to a more informed and nuanced conversation with managers."--DAREN SMITH, CFA, CAIA, FSA, Managing Director, Manager Selection & Portfolio Construction, University of Toronto Asset Management "Using an excellent selection of mean reversion and momentum strategies, Ernie explains the rationale behind each one, shows how to test it, how to improve it, and discusses implementation issues. His book is a careful, detailed exposition of the scientific method applied to strategy development. For serious retail traders, I know of no other book that provides this range of examples and level of detail. His discussions of how regime changes affect strategies, and of risk management, are invaluable bonuses."--Roger Hunter, Mathematician and Algorithmic Trader. Investment analysis Stocks Exchange traded funds Algorithms Program trading (Securities) Business enterprises Finance Corporations Finance Computer algorithms Analyse financière Actions (Titres de société) Trackers (Finances) Algorithmes Négociation assistée par ordinateur (Valeurs mobilières) algorithms BUSINESS & ECONOMICS ; Investments & Securities ; General Corporations ; Finance Business enterprises ; Finance 9781118460146 Erscheint auch als Druck-Ausgabe 9781118460146 |
| spellingShingle | Chan, Ernest P. 1966- Algorithmic trading winning strategies and their rationale Investment analysis Stocks Exchange traded funds Algorithms Program trading (Securities) Business enterprises Finance Corporations Finance Computer algorithms Analyse financière Actions (Titres de société) Trackers (Finances) Algorithmes Négociation assistée par ordinateur (Valeurs mobilières) algorithms BUSINESS & ECONOMICS ; Investments & Securities ; General Corporations ; Finance Business enterprises ; Finance |
| title | Algorithmic trading winning strategies and their rationale |
| title_auth | Algorithmic trading winning strategies and their rationale |
| title_exact_search | Algorithmic trading winning strategies and their rationale |
| title_full | Algorithmic trading winning strategies and their rationale Ernest P. Chan |
| title_fullStr | Algorithmic trading winning strategies and their rationale Ernest P. Chan |
| title_full_unstemmed | Algorithmic trading winning strategies and their rationale Ernest P. Chan |
| title_short | Algorithmic trading |
| title_sort | algorithmic trading winning strategies and their rationale |
| title_sub | winning strategies and their rationale |
| topic | Investment analysis Stocks Exchange traded funds Algorithms Program trading (Securities) Business enterprises Finance Corporations Finance Computer algorithms Analyse financière Actions (Titres de société) Trackers (Finances) Algorithmes Négociation assistée par ordinateur (Valeurs mobilières) algorithms BUSINESS & ECONOMICS ; Investments & Securities ; General Corporations ; Finance Business enterprises ; Finance |
| topic_facet | Investment analysis Stocks Exchange traded funds Algorithms Program trading (Securities) Business enterprises Finance Corporations Finance Computer algorithms Analyse financière Actions (Titres de société) Trackers (Finances) Algorithmes Négociation assistée par ordinateur (Valeurs mobilières) algorithms BUSINESS & ECONOMICS ; Investments & Securities ; General Corporations ; Finance Business enterprises ; Finance |
| work_keys_str_mv | AT chanernestp algorithmictradingwinningstrategiesandtheirrationale |