Algorithmic Trading: Winning Strategies and Their Rationale

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.

MATLAB, Econometrics Toolbox, and Statistics and Machine Learning Toolbox are used to solve numerous examples in the book.

  • A supplemental set of MATLAB code files is available for download on the author's site (sign in required).

About This Book

Ernest P. Chan, QTS Capital Management, LLC

John Wiley & Sons, Inc., 2013

ISBN: 978-1-118-46014-6
Language: English

Buy Now at

Online-Unterricht mit MATLAB und Simulink

Ganz gleich, ob Sie einen Präsenzkurs auf ein hybrides Lehr-Modell umstellen, virtuelle Labore entwickeln oder ein reines Online-Programm erstellen: MathWorks unterstützt Sie bei der Gestaltung aktiven ortsunabhängigen Lernens.

MATLAB Courseware

Teaching materials based on MATLAB and Simulink.

Find full course and labs