Algorithmic trading : winning strategies and their rationale /
Chan, Ernest P.,1966-
Includes bibliographical references (pages 191-195) and index.
Backtesting and automated execution -- The basics of mean reversion -- Implementing mean reversion strategies -- Mean reversion of stocks and ETFs -- Mean reversion of currencies and futures -- Interday momentum strategies -- Risk management.
Investment analysis.
Stocks.
Exchange traded funds.
Algorithms.
Program trading (Securities)
Algorithmic trading