000			03032nam a2200445 a 4500
001			ebr10494517
003			CaPaEBR
006			m u
007			cr cn|||||||||
008			110711s2011 enka sb 001 0 eng d
010			_z 2011290087
020			_z9780470689547 (hbk.)
020			_z0470689544 (hbk.)
020			_z0470979356 (e-book)
020			_z9781119975090 (e-book)
020			_z1119975093 (e-book)
020			_z9781119975106 (e-book)
020			_z1119975107 (e-book)
020			_z9780470979358 (e-book)
040			_aCaPaEBR _cCaPaEBR
035			_a(OCoLC)759040873
050	1	4	_aHG4661 _b.L47 2011eb
100	1		_aLeshik, Edward A.
245	1	3	_aAn introduction to algorithmic trading _h[electronic resource] : _bbasic to advanced strategies / _cEdward A. Leshik, Jane Cralle.
260			_aChichester, U.K. : _bWiley, _c2011.
300			_avi, 264 p. : _bill.
490	1		_aWiley trading
504			_aIncludes bibliographical references and index.
505	0		_aIntroduction 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.
533			_aElectronic reproduction. _bPalo Alto, Calif. : _cebrary, _d2011. _nAvailable via World Wide Web. _nAccess may be limited to ebrary affiliated libraries.
650		0	_aStocks _xMathematical models.
650		0	_aAlgorithms.
650		0	_aProgram trading (Securities)
650		0	_aInvestment analysis.
655		7	_aElectronic books. _2local
700	1		_aCralle, Jane.
710	2		_aebrary, Inc.
830		0	_aWiley trading series.
856	4	0	_uhttp://site.ebrary.com/lib/rucke/Doc?id=10494517 _zAn electronic book accessible through the World Wide Web; click to view
999			_c129871 _d129871