Algorithmic Trading: Winning Strategies and Their Rationale by Ernie Chan

Algorithmic Trading: Winning Strategies and Their Rationale

Ernie Chan

207 pages first pub 2013 (editions)

nonfiction economics challenging informative medium-paced
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Description

Markets are now almost always electronic, and as a result of decimalization, algorithmic trading is booming. Algorithmic trading (or "algo trading" as it is referred) is the use of computer programs (such as Excel or MatLab) for entering and execu...

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