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An introduction to algorithmic trading : basic to advanced strategies /

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Bibliographic Details
Main Authors: Leshik, Edward A. (Author)
Corporate Authors: Wiley InterScience (Online service)
Group Author: Cralle, Jane (Editor)
Published: Wiley,
Publisher Address: Chichester, West Sussex, UK :
Publication Dates: 2011.
Literature type: eBook
Language: English
Series: Wiley trading series
Subjects:
Stocks > Mathematical models.
Algorithms.
Program trading (Securities)
Investment analysis.
Electronic books.
Online Access: http://onlinelibrary.wiley.com/book/10.1002/9781119206033
Item Description: CD-ROM includes examples and algorithms in Microsoft Excel spreadsheets.
Carrier Form: 1 online resource (vi, 264 pages) : illustrations.
Bibliography: Includes bibliographical references (pages 245-247) and index.
ISBN: 9786613239587
6613239585
9781119206033
1119206030
9780470979358
0470979356
9781119975090
1119975093
9781119975106
1119975107
Index Number: HG4661
CLC: F830.91
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.

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