Description
Book SynopsisFocuses on quantitative trading. This book offers readers an insight into how and why each trading strategy was developed, how it was implemented, and even how it was coded. It is suitable for anyone looking to create their own systematic trading strategies.
Table of ContentsPreface ix
Chapter 1 Backtesting and Automated Execution 1
Chapter 2 The Basics of Mean Reversion 39
Chapter 3 Implementing Mean Reversion Strategies 63
Chapter 4 Mean Reversion of Stocks and ETFs 87
Chapter 5 Mean Reversion of Currencies and Futures 107
Chapter 6 Interday Momentum Strategies 133
Chapter 7 Intraday Momentum Strategies 155
Chapter 8 Risk Management 169
Conclusion 187
Bibliography 191
About the Author 197
About the Website 199
Index 201
