03032nam a2200445 a 4500 ebr10494517 CaPaEBR m u cr cn||||||||| 110711s2011 enka sb 001 0 eng d 2011290087 9780470689547 (hbk.) 0470689544 (hbk.) 0470979356 (e-book) 9781119975090 (e-book) 1119975093 (e-book) 9781119975106 (e-book) 1119975107 (e-book) 9780470979358 (e-book) CaPaEBR CaPaEBR (OCoLC)759040873 HG4661 .L47 2011eb Leshik, Edward A. An introduction to algorithmic trading [electronic resource] : basic to advanced strategies / Edward A. Leshik, Jane Cralle. Chichester, U.K. : Wiley, 2011. vi, 264 p. : ill. Wiley trading Includes bibliographical references and index. 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. Electronic reproduction. Palo Alto, Calif. : ebrary, 2011. Available via World Wide Web. Access may be limited to ebrary affiliated libraries. Stocks Mathematical models. Algorithms. Program trading (Securities) Investment analysis. Electronic books. local Cralle, Jane. ebrary, Inc. Wiley trading series. http://site.ebrary.com/lib/rucke/Doc?id=10494517 An electronic book accessible through the World Wide Web; click to view 129871 129871