An introduction to algorithmic trading : basic to advanced strategies / / Edward A. Leshik, Jane Cralle.
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| Superior document: | Wiley trading |
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| TeilnehmendeR: | |
| Year of Publication: | 2011 |
| Language: | English |
| Series: | Wiley trading series.
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| Online Access: | |
| Physical Description: | vi, 264 p. :; ill. |
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| 100 | 1 | |a Leshik, Edward A. | |
| 245 | 1 | 3 | |a An introduction to algorithmic trading |h [electronic resource] : |b basic to advanced strategies / |c Edward A. Leshik, Jane Cralle. |
| 260 | |a Chichester, U.K. : |b Wiley, |c 2011. | ||
| 300 | |a vi, 264 p. : |b ill. | ||
| 490 | 1 | |a Wiley trading | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Introduction to trading algorithms. History ; All about trading algorithms you ever wanted to know ... ; Algos defined and explained ; Who uses and provides algos ; Why have they become mainstream so quickly? ; Currently popular algos ; A perspective view from a tier 1 company ; How to use algos for individual traders ; How to optimize individual trader algos ; The future : where do we go from here? -- The Leshik-Cralle trading methods. Our nomenclature ; Math toolkit ; Statistics toolbox ; Data : symbol, date, timestamp, volume, price ; Excel mini seminar ; Excel charts : how to read them and how to build them ; Our metrics : algometrics ; Stock personality clusters ; Selecting a cohort of trading stocks ; Stock profiling ; Stylistic properties of equity markets ; Volatility ; Returns : theory ; Benchmarks and performance measures ; Our trading algorithms described : the Alpha algo strategies ; Parameters and how to set them ; Technical analysis (TA) ; Heuristics, AI, artificial neural networks and other avenues to be explored ; How we design a trading alpha algo ; From the efficient market hypothesis to prospect theory ; The road to chaos (or nonlinear science) ; Complexity economics ; Brokerages ; Order management platforms and order execution systems ; Data feed vendors, real-time, historical -- Connectivity -- Hardware specification examples ; Brief philosophical digression -- Information sources. | |
| 533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Stocks |x Mathematical models. | |
| 650 | 0 | |a Algorithms. | |
| 650 | 0 | |a Program trading (Securities) | |
| 650 | 0 | |a Investment analysis. | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Cralle, Jane. | |
| 710 | 2 | |a ProQuest (Firm) | |
| 830 | 0 | |a Wiley trading series. | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=693292 |z Click to View |