Test Bank for Algorithmic Trading: Winning Strategies and Their Rationale (Wiley Trading) (1st Edition)

By: Ernie Chan
ISBN-10: 1118460146
/ ISBN-13: 9781118460146

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Format: Downloadable ZIP Fille
Authors: Ernie Chan
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Table of contents:

Preface ix
Chapter 1 Backtesting and Automated Execution 1
Chapter 2 The Basics of Mean Reversion 39
Chapter 3 Implementing Mean Reversion Strategies 63
Chapter 4 Mean Reversion of Stocks and ETFs 87
Chapter 5 Mean Reversion of Currencies and Futures 107
Chapter 6 Interday Momentum Strategies 133
Chapter 7 Intraday Momentum Strategies 155
Chapter 8 Risk Management 169
Conclusion 187
Bibliography 191
About the Author 197
About the Website 199
Index 201

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