An introduction to algorithmic trading : basic to advanced strategies /

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Leshik, Edward A.
Άλλοι συγγραφείς: Cralle, Jane
Μορφή: Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Chichester, West Sussex, UK : Wiley, 2011.
Σειρά:Wiley trading series.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
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245 1 3 |a An introduction to algorithmic trading :  |b basic to advanced strategies /  |c Edward A. Leshik, Jane Cralle. 
264 1 |a Chichester, West Sussex, UK :  |b Wiley,  |c 2011. 
300 |a 1 online resource (vi, 264 pages) :  |b illustrations. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
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490 1 |a Wiley trading series 
500 |a CD-ROM includes examples and algorithms in Microsoft Excel spreadsheets. 
504 |a Includes bibliographical references (pages 245-247) and index. 
588 0 |a Print version record. 
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 0 |a Stocks  |x Mathematical models. 
650 0 |a Algorithms. 
650 0 |a Program trading (Securities) 
650 0 |a Investment analysis. 
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650 7 |a Investment analysis.  |2 fast  |0 (OCoLC)fst00978180 
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650 7 |a Stocks  |x Mathematical models.  |2 fast  |0 (OCoLC)fst01133724 
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700 1 |a Cralle, Jane. 
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