.

0 (hodnocen0 x )

EB

ONLINE

Chichester, U.K. : Wiley, 2011

1 online resource (vi, 264 p.) : ill

ISBN 0470979356 (electronic bk.)

ISBN 1119975093 (electronic bk.)

ISBN 1119975107 (electronic bk.)

ISBN 9780470979358 (electronic bk.)

ISBN 9781119975090 (electronic bk.)

ISBN 9781119975106 (electronic bk.)

ISBN 0470689544 (hbk.)

ISBN 9780470689547 (hbk.)

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. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries

001728427

full

(Au-PeEL)EBL693292

(CaONFJC)MIL323958

(CaPaEBR)ebr10494517

(MiAaPQ)EBC693292

(OCoLC)748534050