| Record ID | marc_loc_2016/BooksAll.2016.part40.utf8:205501911:1467 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_2016/BooksAll.2016.part40.utf8:205501911:1467?format=raw |
LEADER: 01467cam a2200361 i 4500
001 2013008380
003 DLC
005 20140401111906.0
008 130322t20132013njua b 001 0 eng
010 $a 2013008380
020 $a9781118460146 (cloth)
020 $a1118460146 (cloth)
040 $aDLC$beng$cDLC$erda$dDLC
042 $apcc
050 00 $aHG4529$b.C443 2013
082 00 $a332.63/2042$223
100 1 $aChan, Ernest P.,$d1966-
245 10 $aAlgorithmic trading :$bwinning strategies and their rationale /$cErnest P. Chan.
264 1 $aHoboken, New Jersey :$bWiley,$c[2013]
264 4 $c©2013
300 $axv, 207 pages :$billustrations ;$c24 cm.
336 $atext$2rdacontent
337 $aunmediated$2rdamedia
338 $avolume$2rdacarrier
490 0 $aWiley trading series
504 $aIncludes bibliographical references (pages 191-195) and index.
505 0 $aBacktesting 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 -- Risk management.
650 0 $aInvestment analysis.
650 0 $aStocks.
650 0 $aExchange traded funds.
650 0 $aAlgorithms.
650 0 $aProgram trading (Securities)
776 08 $iOnline version:$aChan, Ernest P., 1966-$tAlgorithmic trading$dHoboken, New Jersey : John Wiley & Sons, Inc., [2013]$z9781118659557$w(DLC) 2013013044