An introduction to algorithmic trading: basic to advanced strategies
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester, U.K.
Wiley
2011
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| Series: | Wiley trading series
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| Subjects: | |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | vi, 264 p. |
| ISBN: | 0470979356 9781119975090 1119975093 9781119975106 1119975107 9780470979358 |
Staff View
MARC
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| 100 | 1 | |a Leshik, Edward A. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a An introduction to algorithmic trading |b basic to advanced strategies |c Edward A. Leshik, Jane Cralle |
| 264 | 1 | |a Chichester, U.K. |b Wiley |c 2011 | |
| 300 | |a vi, 264 p. | ||
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| 490 | 0 | |a Wiley trading series | |
| 500 | |a Includes bibliographical references and index | ||
| 505 | 0 | |a 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 | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Stocks |x Mathematical models | |
| 650 | 4 | |a Algorithms | |
| 650 | 4 | |a Program trading (Securities) | |
| 650 | 4 | |a Investment analysis | |
| 700 | 1 | |a Cralle, Jane |e Sonstige |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe, Hardcover |z 978-0-470-68954-7 |
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Record in the Search Index
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| any_adam_object | |
| author | Leshik, Edward A. |
| author_facet | Leshik, Edward A. |
| author_role | aut |
| author_sort | Leshik, Edward A. |
| author_variant | e a l ea eal |
| building | Verbundindex |
| bvnumber | BV044154401 |
| collection | ZDB-30-PAD ZDB-30-PBE |
| contents | 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 |
| ctrlnum | (ZDB-30-PAD)EBC693292 (ZDB-89-EBL)EBL693292 (OCoLC)748534050 (DE-599)BVBBV044154401 |
| dewey-full | 332.6322 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6322 |
| dewey-search | 332.6322 |
| dewey-sort | 3332.6322 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV044154401 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:45:15Z |
| institution | BVB |
| isbn | 0470979356 9781119975090 1119975093 9781119975106 1119975107 9780470979358 |
| language | English |
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| physical | vi, 264 p. |
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| publishDate | 2011 |
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| publisher | Wiley |
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| series2 | Wiley trading series |
| 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 vi, 264 p. 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 Mathematisches Modell Stocks Mathematical models Algorithms Program trading (Securities) Investment analysis Cralle, Jane Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-68954-7 Erscheint auch als Druck-Ausgabe, Hardcover 0-470-68954-4 |
| spellingShingle | Leshik, Edward A. An introduction to algorithmic trading basic to advanced strategies 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 Mathematisches Modell Stocks Mathematical models Algorithms Program trading (Securities) Investment analysis |
| 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 | Mathematisches Modell Stocks Mathematical models Algorithms Program trading (Securities) Investment analysis |
| topic_facet | Mathematisches Modell Stocks Mathematical models Algorithms Program trading (Securities) Investment analysis |
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