Algorithmic Trading
Subtitle: Winning Strategies and Their Rationale
Publisher: Wiley & Sons, Incorporated, John
Published: 2013
Language: eng
Number of pages: 224
ISBN-13: 9781118460146
Subjects: Program trading (securities); Stocks; Algorithms; Investment analysis
Description: Algorithmic Trading provides an understanding of the core concepts in quantitative trading, an understanding of the process of using mathematics and statistics to analyze the profitability of a trading model, a hands on experience of how backtesting is done, and an understanding of pair trading in stocks, ETFs, futures and currencies. Chan shows investors how to use Excel and MatLab to build their own algo trading tools, as well as FX1, an FX trading platform growing in popularity.He also shows investors how to conduct quantitative research and analysis, and turn quantitative trading strategies into profits using stocks, ETFs, futures, and other financial instruments.