An Introduction to Algorithmic Trading: Basic to Advanced Strategies
Gespeichert in:
1. Verfasser: | |
---|---|
Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Wiley
2011
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Schlagworte: | |
Online-Zugang: | FLA01 |
Beschreibung: | 1 online resource (272) |
ISBN: | 9780470979358 0470979356 1283239582 9781283239585 1119975093 1119975107 9781119975090 9781119975106 |
Internformat
MARC
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505 | 8 | |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 representing approximately 2% of the total firms operating in the US markets. Algorithmic trading is becoming the industry lifeblood. But it is a secretive industry with few willing to share the secrets of their success. | |
505 | 8 | |a The book begins with a step-by-step guide to algorithmic trading, demystifying this complex subject and providing readers with a specific and usable algorithmic trading knowledge. It provides background information leading to more advanced work by outlining the current trading algorithms, the basics of their design, what they are, how they work, how they are used, their strengths, their weaknesses, where we are now and where we are going. The book then goes on to demonstrate a selection of detailed algorithms including their implementation in the markets. Using actual algorithms that have been used in live trading readers have access to real time trading functionality and can use the never before seen algorithms to trade their own accounts. The markets are complex adaptive systems exhibiting unpredictable behaviour. | |
505 | 8 | |a As the markets evolve algorithmic designers need to be constantly aware of any changes that may impact their work, so for the more adventurous reader there is also a section on how to design trading algorithms. All examples and algorithms are demonstrated in Excel on the accompanying CD ROM, including actual algorithmic examples which have been used in live trading | |
650 | 7 | |a BUSINESS & ECONOMICS / Finance |2 bisacsh | |
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650 | 7 | |a Stocks / Mathematical models |2 fast | |
650 | 4 | |a Algorithms |a Investment analysis |a Program trading (Securities) |a Stocks |x Mathematical models | |
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Datensatz im Suchindex
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any_adam_object | |
author | Leshik, Edward |
author_facet | Leshik, Edward |
author_role | aut |
author_sort | Leshik, Edward |
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building | Verbundindex |
bvnumber | BV045356156 |
collection | ZDB-4-EBU |
contents | 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 representing approximately 2% of the total firms operating in the US markets. Algorithmic trading is becoming the industry lifeblood. But it is a secretive industry with few willing to share the secrets of their success. The book begins with a step-by-step guide to algorithmic trading, demystifying this complex subject and providing readers with a specific and usable algorithmic trading knowledge. It provides background information leading to more advanced work by outlining the current trading algorithms, the basics of their design, what they are, how they work, how they are used, their strengths, their weaknesses, where we are now and where we are going. The book then goes on to demonstrate a selection of detailed algorithms including their implementation in the markets. Using actual algorithms that have been used in live trading readers have access to real time trading functionality and can use the never before seen algorithms to trade their own accounts. The markets are complex adaptive systems exhibiting unpredictable behaviour. As the markets evolve algorithmic designers need to be constantly aware of any changes that may impact their work, so for the more adventurous reader there is also a section on how to design trading algorithms. All examples and algorithms are demonstrated in Excel on the accompanying CD ROM, including actual algorithmic examples which have been used in live trading |
ctrlnum | (ZDB-4-EBU)ocn748534050 (OCoLC)748534050 (DE-599)BVBBV045356156 |
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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spelling | Leshik, Edward Verfasser aut An Introduction to Algorithmic Trading Basic to Advanced Strategies Wiley 2011 1 online resource (272) txt rdacontent c rdamedia cr rdacarrier 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 representing approximately 2% of the total firms operating in the US markets. Algorithmic trading is becoming the industry lifeblood. But it is a secretive industry with few willing to share the secrets of their success. The book begins with a step-by-step guide to algorithmic trading, demystifying this complex subject and providing readers with a specific and usable algorithmic trading knowledge. It provides background information leading to more advanced work by outlining the current trading algorithms, the basics of their design, what they are, how they work, how they are used, their strengths, their weaknesses, where we are now and where we are going. The book then goes on to demonstrate a selection of detailed algorithms including their implementation in the markets. Using actual algorithms that have been used in live trading readers have access to real time trading functionality and can use the never before seen algorithms to trade their own accounts. The markets are complex adaptive systems exhibiting unpredictable behaviour. As the markets evolve algorithmic designers need to be constantly aware of any changes that may impact their work, so for the more adventurous reader there is also a section on how to design trading algorithms. All examples and algorithms are demonstrated in Excel on the accompanying CD ROM, including actual algorithmic examples which have been used in live trading BUSINESS & ECONOMICS / Finance bisacsh Algorithms fast Investment analysis fast Program trading (Securities) fast Stocks / Mathematical models fast Algorithms Investment analysis Program trading (Securities) Stocks Mathematical models Cralle, Jane Sonstige oth |
spellingShingle | Leshik, Edward An Introduction to Algorithmic Trading Basic to Advanced Strategies 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 representing approximately 2% of the total firms operating in the US markets. Algorithmic trading is becoming the industry lifeblood. But it is a secretive industry with few willing to share the secrets of their success. The book begins with a step-by-step guide to algorithmic trading, demystifying this complex subject and providing readers with a specific and usable algorithmic trading knowledge. It provides background information leading to more advanced work by outlining the current trading algorithms, the basics of their design, what they are, how they work, how they are used, their strengths, their weaknesses, where we are now and where we are going. The book then goes on to demonstrate a selection of detailed algorithms including their implementation in the markets. Using actual algorithms that have been used in live trading readers have access to real time trading functionality and can use the never before seen algorithms to trade their own accounts. The markets are complex adaptive systems exhibiting unpredictable behaviour. As the markets evolve algorithmic designers need to be constantly aware of any changes that may impact their work, so for the more adventurous reader there is also a section on how to design trading algorithms. All examples and algorithms are demonstrated in Excel on the accompanying CD ROM, including actual algorithmic examples which have been used in live trading BUSINESS & ECONOMICS / Finance bisacsh Algorithms fast Investment analysis fast Program trading (Securities) fast Stocks / Mathematical models fast 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 |
title_fullStr | An Introduction to Algorithmic Trading Basic to Advanced Strategies |
title_full_unstemmed | An Introduction to Algorithmic Trading Basic to Advanced Strategies |
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 / Finance bisacsh Algorithms fast Investment analysis fast Program trading (Securities) fast Stocks / Mathematical models fast Algorithms Investment analysis Program trading (Securities) Stocks Mathematical models |
topic_facet | BUSINESS & ECONOMICS / Finance Algorithms Investment analysis Program trading (Securities) Stocks / Mathematical models Algorithms Investment analysis Program trading (Securities) Stocks Mathematical models |
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