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

By: Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Wiley trading series | Wiley trading | Wiley Trading Ser ; v.541Publisher: Chichester, West Sussex, UK : Wiley, 2011Copyright date: ©2011Edition: Online-AusgDescription: Online-Ressource (1 online resource (vi, 264 p.)) : illISBN:
  • 9781283239585
  • 1283239582
  • 9780470979358
Subject(s): Additional physical formats: 9780470979358 | 0470979356 | 9780470689547 | 0470689544 | 1283238527 | Erscheint auch als: 1283238527 Druck-Ausgabe | Erscheint auch als: An introduction to algorithmic trading. Online-Ausgabe Chichester, West Sussex, UK : Wiley, 2011. VI, 264 S.DDC classification:
  • 332.6322
  • 332.6322015181
LOC classification:
  • HG4661
Online resources: Summary: 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.PPN: PPN: 809400472Package identifier: Produktsigel: ZDB-26-MYL | ZDB-30-PAD | ZDB-30-PBE | ZDB-30-PQE
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