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Quantitative Trading. Ernest P. Chan
Читать онлайн.Название Quantitative Trading
Год выпуска 0
isbn 9781119800071
Автор произведения Ernest P. Chan
Жанр Ценные бумаги, инвестиции
Издательство John Wiley & Sons Limited
List of Tables
1 Chapter 2TABLE 2.1 Sources of Trading IdeasTABLE 2.2 How Capital Availability Affects Your Many Choices
2 Chapter 3TABLE 3.1 Historical Databases for Backtesting
3 Chapter 4TABLE 4.1 Retail versus Proprietary Trading
List of Illustrations
1 Chapter 2FIGURE 2.1 Drawdown, maximum drawdown, and maximum drawdown duration.
2 Chapter 3FIGURE 3.1 Maximum drawdown and maximum drawdown duration for Example 3.4.
3 Chapter 5FIGURE 5.1 Semiautomated trading system.FIGURE 5.2 Fully automated trading system.
4 Chapter 7FIGURE 7.1 Cumulative returns of strategies based on Conditional vs. Uncondi...FIGURE 7.2 A stationary time series formed by the spread between GLD and GDX...FIGURE 7.3 A nonstationary time series formed by the spread between KO and P...FIGURE 7.4 Cointegration is not correlation. Stocks A and B are cointegrated...
Guide
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