May 2013
Intermediate to advanced
224 pages
5h 55m
English
Content preview from Algorithmic Trading: Winning Strategies and Their Rationale
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BIBLIOGRAPHY
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Beckert, Walter. Course notes on Financial Econometrics, Birkbeck University of London, 2011. Available at www.ems.bbk.ac.uk/for_students/bsc_FinEcon/fin_economEMEC007U/adf.pdf.
Bernard, Victor L., and Jacob K. Thomas. “Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?” Journal of Accounting Research 27 (1989): 1–36.
Berntson, M. “Steps in Significance/Hypothesis Testing Using the Normal Distribution.” Course notes for Introduction to Sociology, Grinnell College, 2002. Available at http://web.grinnell.edu/courses/sst/s02/sst115-03/practice/hypothesisteststeps1.pdf.
Bollen, Johan, Huina Mao, and Xiao-Jun Zeng. “Twitter Mood Predicts the Stock Market,” 2010. Available at http://arxiv.org/pdf/1010.3003.pdf.
Bryant, Martin. “Investment Fund Set to Use Twitter to Judge Emotion in the Market,” The Next Web, December 16, 2010. Available at http://thenextweb.com/uk/2010/12/16/investment-fund-set-to-use-twitter-to-judge-emotion-in-the-market/.
Buy the Hype, “The ‘Twitter Hedge Fund' Has an Out-of-Sample Experience,” Buy the Hype (blog), May 3, 2012. Available at http://sellthenews.tumblr.com/post/22334483882/derwents-performance.
Chan, Ernest. Quantitative Trading: How to Build Your Own Algorithmic Trading Business. Hoboken, NJ: John Wiley ...
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