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An Introduction to Algorithmic Trading : Basic to Advanced Strategies.

Interest in algorithmic trading is growing massively - it's cheaper, faster and better to control than standard trading, it enables you to 'pre-think' the market, executing complex math in real time and take the required decisions based on the strategy defined. We are no longer limite...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Leshik, Edward, Cralle, Jane (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Wiley, 2011.
Colección:Wiley trading series.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.