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Algorithmic trading

by Chan, Ernest P.,
Additional authors: ebrary, Inc.
Series: Wiley trading series Published by : John Wiley & Sons, Inc., (Hoboken, N.J. :) Physical details: xv, 207 p. : ill. (some col.).
Subject(s): Investment analysis. | Stocks. | Exchange traded funds. | Algorithms. | Program trading (Securities) | Electronic books.
Year: 2013
Online resources:
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Includes bibliographical references and index.

Backtesting and automated execution -- The basics of mean reversion -- Implementing mean reversion strategies -- Mean reversion of stocks and ETFs.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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