Algorithmic Trading: Winning Strategies and Their Rationale
BeginnerIntradayLFTBookTestable with your data
Hands-on mean-reversion and momentum strategies with honest backtesting caveats. A gentle on-ramp to stat arb.
At a glance
- Level
- Beginner: No prior microstructure or stochastic calculus needed
- Horizon
- Intraday, LFT
- Data needed
- Daily bars, Intraday bars Set what data you have
- Themes
- Stat arbFactors & momentumBacktesting
- Assets
- Equities, Futures
- Market
- Global