An introduction to algorithmic trading : basic to advanced strategies /

An introduction to algorithmic trading : basic to advanced strategies / / Edward A. Leshik, Jane Cralle.

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Superior document:Wiley trading
:
ProQuest (Firm)
Leshik, Edward A.
TeilnehmendeR:
Cralle, Jane.
ProQuest (Firm)
Year of Publication:2011
Language:English
Series:Wiley trading series.
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Physical Description:vi, 264 p. :; ill.
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record_format marc
spelling Leshik, Edward A.
An introduction to algorithmic trading [electronic resource] : basic to advanced strategies / Edward A. Leshik, Jane Cralle.
Chichester, U.K. : Wiley, 2011.
vi, 264 p. : ill.
Wiley trading
Includes bibliographical references and index.
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.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Stocks Mathematical models.
Algorithms.
Program trading (Securities)
Investment analysis.
Electronic books.
Cralle, Jane.
ProQuest (Firm)
Wiley trading series.
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=693292 Click to View
language English
format Electronic
eBook
author Leshik, Edward A.
spellingShingle Leshik, Edward A.
An introduction to algorithmic trading basic to advanced strategies /
Wiley trading
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.
author_facet Leshik, Edward A.
Cralle, Jane.
ProQuest (Firm)
ProQuest (Firm)
author_variant e a l ea eal
author2 Cralle, Jane.
ProQuest (Firm)
author2_variant j c jc
author2_role TeilnehmendeR
TeilnehmendeR
author_corporate ProQuest (Firm)
author_sort Leshik, Edward A.
title An introduction to algorithmic trading basic to advanced strategies /
title_sub basic to advanced strategies /
title_full An introduction to algorithmic trading [electronic resource] : basic to advanced strategies / Edward A. Leshik, Jane Cralle.
title_fullStr An introduction to algorithmic trading [electronic resource] : basic to advanced strategies / Edward A. Leshik, Jane Cralle.
title_full_unstemmed An introduction to algorithmic trading [electronic resource] : basic to advanced strategies / Edward A. Leshik, Jane Cralle.
title_auth An introduction to algorithmic trading basic to advanced strategies /
title_new An introduction to algorithmic trading
title_sort an introduction to algorithmic trading basic to advanced strategies /
series Wiley trading
series2 Wiley trading
publisher Wiley,
publishDate 2011
physical vi, 264 p. : ill.
contents 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.
isbn 0470979356 (electronic bk.)
9781119975090 (electronic bk.)
1119975093 (electronic bk.)
9781119975106 (electronic bk.)
1119975107 (electronic bk.)
9780470979358 (electronic bk.)
callnumber-first H - Social Science
callnumber-subject HG - Finance
callnumber-label HG4661
callnumber-sort HG 44661 L47 42011
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=693292
illustrated Illustrated
oclc_num 748534050
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