Professional automated trading : theory and practice /

An insider's view of how to develop and operate an automated proprietary trading network Reflecting author Eugene Durenard's extensive experience in this field, Proprietary AutomatedTrading offers valuable insights you won't find anywhere else. It reveals how a series of concepts and...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Durenard, Eugene A.
Μορφή: Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Hoboken : Wiley, [2013]
Σειρά:Wiley trading series.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
LEADER 04280nam a2200673 4500
001 ocn859383528
003 OCoLC
005 20170124065854.4
006 m o d
007 cr |n|||||||||
008 131004s2013 njua ob 001 0 eng d
040 |a IDEBK  |b eng  |e pn  |c IDEBK  |d OCLCQ  |d E7B  |d DG1  |d CUS  |d YDXCP  |d B24X7  |d CCO  |d RECBK  |d OCLCO  |d OCLCF  |d DEBBG  |d OCLCQ  |d COO  |d OCLCQ  |d EBLCP  |d LOA  |d GrThAP 
019 |a 864912503 
020 |a 9781118755846  |q (o-Book) 
020 |a 1118755847  |q (electronic bk.) 
020 |a 1299939414  |q (ebk) 
020 |a 9781299939417  |q (ebk) 
020 |a 9781118419298  |q (ePub) 
020 |a 1118419294  |q (ePub) 
020 |a 9781118419021  |q (ePDF) 
020 |a 1118419022  |q (ePDF) 
020 |a 1118129857 
020 |a 9781118129852 
020 |z 9781118129852  |q (hbk.) 
028 0 1 |a EB00063575  |b Recorded Books 
029 1 |a AU@  |b 000052185400 
029 1 |a AU@  |b 000053043044 
029 1 |a CHNEW  |b 000642123 
029 1 |a DEBBG  |b BV041632810 
029 1 |a DEBBG  |b BV041908974 
029 1 |a DKDLA  |b 820120-katalog:000671115 
029 1 |a NZ1  |b 15341849 
029 1 |a DEBBG  |b BV043396259 
035 |a (OCoLC)859383528  |z (OCoLC)864912503 
037 |a 525192  |b MIL 
050 4 |a HG4515.5 
082 0 4 |a 332.640285  |2 23 
049 |a MAIN 
100 1 |a Durenard, Eugene A. 
245 1 0 |a Professional automated trading :  |b theory and practice /  |c Eugene A. Durenard. 
264 1 |a Hoboken :  |b Wiley,  |c [2013] 
264 4 |c ©2013 
300 |a 1 online resource (xviii, 362 pages) :  |b illustrations. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a Wiley trading series 
504 |a Includes bibliographical references and index. 
588 0 |a Print version record. 
505 0 |a Part one. Strategy design and testing -- part two. Evolving strategies -- part three. Optimizing execution -- part four. Practical implementation. 
520 |a An insider's view of how to develop and operate an automated proprietary trading network Reflecting author Eugene Durenard's extensive experience in this field, Proprietary AutomatedTrading offers valuable insights you won't find anywhere else. It reveals how a series of concepts and techniques coming from current research in artificial life and modern control theory can be applied to the design of effective trading systems that outperform the majority of published trading systems. It also skillfully provides you with essential information on the practical coding and implementation of a scalable systematic trading architecture. Based on years of practical experience in building successful research and infrastructure processes for purpose of trading at several frequencies, this book is designed to be a comprehensive guide for understanding the theory of design and the practice of implementation of an automated systematic trading process at an institutional scale.-Discusses several classical strategies and covers the design of efficient simulation engines for back and forward testing -Provides insights on effectively implementing a series of distributed processes that should form the core of a robust and fault-tolerant automated systematic trading architecture -Addresses trade execution optimization by studying market-pressure models and minimization of costs via applications of execution algorithms -Introduces a series of novel concepts from artificial life and modern control theory that enhance robustness of the systematic decision making'focusing on various aspects of adaptation and dynamic optimal model choice Engaging and informative, Proprietary Automated Trading covers the most important aspects of this endeavor and will put you in a better position to excel at it. 
650 0 |a Program trading (Securities) 
650 7 |a BUSINESS & ECONOMICS  |x Finance.  |2 bisacsh 
650 7 |a Program trading (Securities)  |2 fast  |0 (OCoLC)fst01078669 
655 4 |a Electronic books. 
776 0 8 |i Print version:  |a Durenard, Eugene A.  |t Professional automated trading.  |d Hoboken, New Jersey : John Wiley & Sons, 2013  |z 9781118129852  |w (OCoLC)847541969 
830 0 |a Wiley trading series. 
856 4 0 |u https://doi.org/10.1002/9781118755846  |z Full Text via HEAL-Link 
994 |a 92  |b DG1