Articles liés à Algorithmic Trading: Winning Strategies and Their Rationale
L'édition de cet ISBN n'est malheureusement plus disponible.
Synopsis
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, President and Chief Investment Officer, 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
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
- ÉditeurWiley
- Date d'édition2013
- ISBN 10 1118746910
- ISBN 13 9781118746912
- ReliurePaperback
- Langueanglais
- Nombre de pages224
- Coordonnées du fabricantnon disponible
(Aucun exemplaire disponible)
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