Téléchargez le livre : Algorithmic Trading

Algorithmic Trading

Winning Strategies and Their Rationale de

Éditeur :

Wiley


Collection :

Wiley Trading

Paru le : 2013-05-21

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Description

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
Pages
224 pages
Collection
Wiley Trading
Parution
2013-05-21
Marque
Wiley
EAN papier
9781118460146
EAN PDF
9781118659557
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
224
Taille du fichier
15319 Ko
Prix
70,69 €
EAN EPUB
9781118746912
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
224
Taille du fichier
3297 Ko
Prix
70,69 €

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