An introduction to algorithmic trading (Record no. 129871)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03032nam a2200445 a 4500 |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Leshik, Edward A. |
| 245 13 - TITLE STATEMENT | |
| Title | An introduction to algorithmic trading |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Chichester, U.K. : |
| Name of publisher | Wiley, |
| Year of publication | 2011. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | vi, 264 p. : |
| Other physical details | ill. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Wiley trading |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Stocks |
| Topical Term | Algorithms. |
| Topical Term | Program trading (Securities) |
| Topical Term | Investment analysis. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Cralle, Jane. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://site.ebrary.com/lib/rucke/Doc?id=10494517 |
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