000 04019cam a2200709Ma 4500
001 ocn921052821
003 OCoLC
005 20171224114955.0
006 m o d
007 cr |n|||||||||
008 110711s2011 enka ob 001 0 eng d
010 _z 2011290087
040 _aU3W
_beng
_epn
_cU3W
_dOCLCO
_dDG1
_dOCLCF
_dOCLCQ
_dDEBBG
_dOCLCQ
_dAZK
_dOCLCQ
019 _a791555565
_a961519720
_a962640870
020 _a9786613239587
_q(electronic bk.)
020 _a6613239585
_q(electronic bk.)
020 _a9781119206033
_q(electronic bk.)
020 _a1119206030
_q(electronic bk.)
020 _a9780470979358
_q(e-book)
020 _a0470979356
_q(e-book)
020 _a9781119975090
_q(e-book)
020 _a1119975093
_q(e-book)
020 _a9781119975106
_q(e-book)
020 _a1119975107
_q(e-book)
020 _z9780470689547
_q(hbk.)
020 _z0470689544
_q(hbk.)
029 1 _aDEBBG
_bBV043398025
029 1 _aGBVCP
_b856571601
029 1 _aHEBIS
_b299830586
029 1 _aSE4M6
_b120591170
035 _a(OCoLC)921052821
_z(OCoLC)791555565
_z(OCoLC)961519720
_z(OCoLC)962640870
037 _a323958
_bMIL
050 4 _aHG4661
_b.L47 2011eb
082 0 4 _a332.6322
_222
049 _aMAIN
100 1 _aLeshik, Edward A.
245 1 3 _aAn introduction to algorithmic trading :
_bbasic to advanced strategies /
_cEdward A. Leshik, Jane Cralle.
260 _aChichester, West Sussex, UK :
_bWiley,
_c2011.
300 _a1 online resource (vi, 264 pages) :
_billustrations.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aWiley trading series
500 _aCD-ROM includes examples and algorithms in Microsoft Excel spreadsheets.
504 _aIncludes bibliographical references (pages 245-247) and index.
588 0 _aPrint version record.
505 0 _aIntroduction 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.
650 0 _aStocks
_xMathematical models.
650 0 _aAlgorithms.
650 0 _aProgram trading (Securities)
650 0 _aInvestment analysis.
650 7 _aAlgorithms.
_2fast
_0(OCoLC)fst00805020
650 7 _aInvestment analysis.
_2fast
_0(OCoLC)fst00978180
650 7 _aProgram trading (Securities)
_2fast
_0(OCoLC)fst01078669
650 7 _aStocks
_xMathematical models.
_2fast
_0(OCoLC)fst01133724
655 4 _aElectronic books.
700 1 _aCralle, Jane.
776 0 8 _iPrint version:
_z9780470689547
_w(OCoLC)639188943
830 0 _aWiley trading series.
856 4 0 _uhttp://onlinelibrary.wiley.com/book/10.1002/9781119206033
_zWiley Online Library
994 _a92
_bDG1
999 _c14189
_d14189