INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9780470689547 (hbk.)
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
E-6066
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
COUNTRY OF PUBLICATION OR PRODUCTlON
Country of publication
IR
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
An introduction to algorithmic trading
General Material Designation
[Book]
Other Title Information
:basic to advanced strategies
First Statement of Responsibility
/ Edward A. Leshik, Jane Cralle
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Chichester, West Sussex, UK
Name of Publisher, Distributor, etc.
: Wiley,
Date of Publication, Distribution, etc.
, 2011.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
vi, 264 p. , ill. , 24 cm. +, 1 CD-ROM (4 3/4 in.)
SERIES
Series Title
(Wiley trading series)
GENERAL NOTES
Text of Note
CD-ROM includes examples and algorithms in Microsoft Excel spreadsheets.
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Print
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (p. [245]-247) and index.
CONTENTS NOTE
Text of Note
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.
TOPICAL NAME USED AS SUBJECT
Stocks, Mathematical models
Algorithms
Program trading (Securities)
Investment analysis
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG4661
Book number
.
L47
2011
PERSONAL NAME - PRIMARY RESPONSIBILITY
Leshik, Edward A.
PERSONAL NAME - SECONDARY RESPONSIBILITY
Cralle, Jane
ORIGINATING SOURCE
Country
ایران
old catalog
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