Algorithmic Trading: Winning Strategies and Their Rationale
Ernest P. Chan, QTS Capital Management, LLC
John Wiley & Sons, Inc., 2013
ISBN: 978-1-118-46014-6; Language: English
Written for undergraduate and graduate students, Algorithmic Trading provides a practical guide to algorithmic trading strategies that can be readily implemented by both retail and institutional traders. Topics include backtesting, mean reversion trading, momentum trading, risk management, and algorithmic trading.
A supplemental set of MATLAB code files is available for download on the author's site (sign in required).
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