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· 제목 : Algorithmic Trading: Winning Strategies and Their Rationale (Hardcover) (Strategies to Avoiding Market Pitfalls)
· 분류 : 외국도서 > 경제경영 > 금융/재정 > 일반
· ISBN : 9781118460146
· 쪽수 : 224쪽
· 출판일 : 2013-05-28
· 분류 : 외국도서 > 경제경영 > 금융/재정 > 일반
· ISBN : 9781118460146
· 쪽수 : 224쪽
· 출판일 : 2013-05-28
목차
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
