عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
9780470689547 (hbk.)
لاتين
Edward A. Leshik, Jane Cralle
An introduction to algorithmic trading
Chichester, West Sussex, UK
Wiley,
2011
vi, 264 p.
Wiley trading series
مرجع به حساب نمي آيد
Includes bibliographical references (p. [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.
basic to advanced strategies
Stocks, Mathematical models
Algorithms
Program trading (Securities)
Investment Analysis
332
.
63221
,
L629a
,
2011
مولف
Leshik, Edward A.
Leshik, Edward A.
Cralle, Jane.
