An introduction to algorithmic trading : basic to advanced strategies /

• 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: Stocks > Mathematical models.; Algorithms.; Program trading (Securities); Investment analysis.; Electronic books.

Πίνακας περιεχομένων:

• 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.