Systematic Trading : a Practical Guide to Algorithmic Investment Strategies

Systematic Trading : a Practical Guide to Algorithmic Investment Strategies / Ernest P. Chang.

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Bibliographic Details
Main Author:	Chan, Ernest P., 1966-
Format:	eBook
Language:	English
Published:	Somerset : John Wiley & Sons, Incorporated, 2016.
Subjects:	Electronic trading of securities. Computer algorithms. Algorithms. algorithms. Algorithms Computer algorithms Electronic trading of securities
Online Access:	Click for online access

Table of Contents:

Preface ix CHAPTER 1 The Basics of Algorithmic Trading 1 CHAPTER 2 Factor Models 27 CHAPTER 3 Time-Series Analysis 59 CHAPTER 4 Artificial Intelligence Techniques 83 CHAPTER 5 Options Strategies 119 CHAPTER 6 Intraday Trading and Market Microstructure 159 CHAPTER 7 Bitcoins 201 CHAPTER 8 Algorithmic Trading Is Good for Body and Soul 215 Bibliography 227 About the Author 235 Index 237.