Leshik, Edward A.
An introduction to algorithmic trading : basic to advanced strategies / Edward A. Leshik, Jane Cralle. - Chichester, West Sussex, UK : Wiley, 2011. - 1 online resource (vi, 264 pages) : illustrations. - Wiley trading series . - Wiley trading series. .
CD-ROM includes examples and algorithms in Microsoft Excel spreadsheets.
Includes bibliographical references (pages 245-247) 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.
9786613239587 6613239585 9781119206033 1119206030 9780470979358 0470979356 9781119975090 1119975093 9781119975106 1119975107
323958 MIL
Stocks--Mathematical models.
Algorithms.
Program trading (Securities)
Investment analysis.
Algorithms.
Investment analysis.
Program trading (Securities)
Stocks--Mathematical models.
Electronic books.
HG4661 / .L47 2011eb
332.6322
An introduction to algorithmic trading : basic to advanced strategies / Edward A. Leshik, Jane Cralle. - Chichester, West Sussex, UK : Wiley, 2011. - 1 online resource (vi, 264 pages) : illustrations. - Wiley trading series . - Wiley trading series. .
CD-ROM includes examples and algorithms in Microsoft Excel spreadsheets.
Includes bibliographical references (pages 245-247) 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.
9786613239587 6613239585 9781119206033 1119206030 9780470979358 0470979356 9781119975090 1119975093 9781119975106 1119975107
323958 MIL
Stocks--Mathematical models.
Algorithms.
Program trading (Securities)
Investment analysis.
Algorithms.
Investment analysis.
Program trading (Securities)
Stocks--Mathematical models.
Electronic books.
HG4661 / .L47 2011eb
332.6322