An introduction to algorithmic trading: basic to advanced strategies
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Chichester, U.K.
Wiley
2011
|
| Schriftenreihe: | Wiley trading series
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Includes bibliographical references 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 Interest in algorithmic trading is growing massively - it's cheaper, faster and better to control than standard trading, it enables you to 'pre-think' the market, executing complex math in real time and take the required decisions based on the strategy defined. We are no longer limited by human 'bandwidth'. The cost alone (estimated at 6 cents per share manual, 1 cent per share algorithmic) is a sufficient driver to power the growth of the industry. According to consultant firm, Aite Group LLC, high frequency trading firms alone account for 73% of all US equity trading volume, despite only rep |
| Beschreibung: | 1 Online-Ressource (vi, 264 pages) |
| ISBN: | 0470979356 1119975093 1119975107 9780470979358 9781119975090 9781119975106 0470689544 9780470689547 |
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| 300 | |a 1 Online-Ressource (vi, 264 pages) | ||
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| 500 | |a Interest in algorithmic trading is growing massively - it's cheaper, faster and better to control than standard trading, it enables you to 'pre-think' the market, executing complex math in real time and take the required decisions based on the strategy defined. We are no longer limited by human 'bandwidth'. The cost alone (estimated at 6 cents per share manual, 1 cent per share algorithmic) is a sufficient driver to power the growth of the industry. According to consultant firm, Aite Group LLC, high frequency trading firms alone account for 73% of all US equity trading volume, despite only rep | ||
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Datensatz im Suchindex
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| author | Leshik, Edward A. |
| author_facet | Leshik, Edward A. |
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| dewey-full | 332.6322015181 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6322015181 |
| dewey-search | 332.6322015181 |
| dewey-sort | 3332.6322015181 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| isbn | 0470979356 1119975093 1119975107 9780470979358 9781119975090 9781119975106 0470689544 9780470689547 |
| language | English |
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| spelling | Leshik, Edward A. Verfasser aut An introduction to algorithmic trading basic to advanced strategies Edward A. Leshik, Jane Cralle Chichester, U.K. Wiley 2011 1 Online-Ressource (vi, 264 pages) txt rdacontent c rdamedia cr rdacarrier Wiley trading series Includes bibliographical references 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 Interest in algorithmic trading is growing massively - it's cheaper, faster and better to control than standard trading, it enables you to 'pre-think' the market, executing complex math in real time and take the required decisions based on the strategy defined. We are no longer limited by human 'bandwidth'. The cost alone (estimated at 6 cents per share manual, 1 cent per share algorithmic) is a sufficient driver to power the growth of the industry. According to consultant firm, Aite Group LLC, high frequency trading firms alone account for 73% of all US equity trading volume, despite only rep BUSINESS & ECONOMICS / Investments & Securities / Stocks bisacsh Algorithms fast Investment analysis fast Program trading (Securities) fast Stocks / Mathematical models fast Mathematisches Modell Wirtschaft Algorithms Investment analysis Program trading (Securities) Stocks Mathematical models Cralle, Jane Sonstige oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=391268 Aggregator Volltext |
| spellingShingle | Leshik, Edward A. An introduction to algorithmic trading basic to advanced strategies BUSINESS & ECONOMICS / Investments & Securities / Stocks bisacsh Algorithms fast Investment analysis fast Program trading (Securities) fast Stocks / Mathematical models fast Mathematisches Modell Wirtschaft Algorithms Investment analysis Program trading (Securities) Stocks Mathematical models |
| title | An introduction to algorithmic trading basic to advanced strategies |
| title_auth | An introduction to algorithmic trading basic to advanced strategies |
| title_exact_search | An introduction to algorithmic trading basic to advanced strategies |
| title_full | An introduction to algorithmic trading basic to advanced strategies Edward A. Leshik, Jane Cralle |
| title_fullStr | An introduction to algorithmic trading basic to advanced strategies Edward A. Leshik, Jane Cralle |
| title_full_unstemmed | An introduction to algorithmic trading basic to advanced strategies Edward A. Leshik, Jane Cralle |
| title_short | An introduction to algorithmic trading |
| title_sort | an introduction to algorithmic trading basic to advanced strategies |
| title_sub | basic to advanced strategies |
| topic | BUSINESS & ECONOMICS / Investments & Securities / Stocks bisacsh Algorithms fast Investment analysis fast Program trading (Securities) fast Stocks / Mathematical models fast Mathematisches Modell Wirtschaft Algorithms Investment analysis Program trading (Securities) Stocks Mathematical models |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / Stocks Algorithms Investment analysis Program trading (Securities) Stocks / Mathematical models Mathematisches Modell Wirtschaft Stocks Mathematical models |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=391268 |
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