04294cam a2200661Ia 4500 ocn859383528 OCoLC 20171106081858.0 m o d cr |n||||||||| 131004s2013 njua ob 001 0 eng d 9781118755846 (o-Book) 1118755847 (electronic bk.) 1299939414 (ebk) 9781299939417 (ebk) 9781118419298 (ePub) 1118419294 (ePub) 9781118419021 (ePDF) 1118419022 (ePDF) 1118129857 9781118129852 9781118129852 (hbk.) EB00063575 Recorded Books AU@ 000052185400 AU@ 000053043044 CHNEW 000642123 DEBBG BV041632810 DEBBG BV041908974 DKDLA 820120-katalog:000671115 NZ1 15341849 DEBBG BV043396259 (OCoLC)859383528 (OCoLC)864912503 525192 MIL IDEBK eng pn IDEBK OCLCQ E7B DG1 CUS YDXCP B24X7 CCO RECBK OCLCO OCLCF DEBBG OCLCQ COO OCLCQ EBLCP LOA MAIN HG4515.5 332.640285 23 Durenard, Eugene A. Professional automated trading : theory and practice / Eugene A. Durenard. [electronic resource] Hoboken : Wiley, ©2013. 1 online resource (xviii, 362 pages) : illustrations. text txt rdacontent computer c rdamedia online resource cr rdacarrier Wiley trading series Includes bibliographical references and index. Part one. Strategy design and testing -- part two. Evolving strategies -- part three. Optimizing execution -- part four. Practical implementation. An insider's view of how to develop and operate an automated proprietary trading network Reflecting author Eugene Durenard's extensive experience in this field, Proprietary AutomatedTrading offers valuable insights you won't find anywhere else. It reveals how a series of concepts and techniques coming from current research in artificial life and modern control theory can be applied to the design of effective trading systems that outperform the majority of published trading systems. It also skillfully provides you with essential information on the practical coding and implementation of a scalable systematic trading architecture. Based on years of practical experience in building successful research and infrastructure processes for purpose of trading at several frequencies, this book is designed to be a comprehensive guide for understanding the theory of design and the practice of implementation of an automated systematic trading process at an institutional scale.-Discusses several classical strategies and covers the design of efficient simulation engines for back and forward testing -Provides insights on effectively implementing a series of distributed processes that should form the core of a robust and fault-tolerant automated systematic trading architecture -Addresses trade execution optimization by studying market-pressure models and minimization of costs via applications of execution algorithms -Introduces a series of novel concepts from artificial life and modern control theory that enhance robustness of the systematic decision making'focusing on various aspects of adaptation and dynamic optimal model choice Engaging and informative, Proprietary Automated Trading covers the most important aspects of this endeavor and will put you in a better position to excel at it. Print version record. Program trading (Securities) BUSINESS & ECONOMICS Finance. bisacsh Program trading (Securities) fast (OCoLC)fst01078669 Electronic books. Print version: Durenard, Eugene A. Professional automated trading. Hoboken, New Jersey : John Wiley & Sons, 2013 9781118129852 (OCoLC)847541969 Wiley trading series. http://onlinelibrary.wiley.com/book/10.1002/9781118755846 Wiley Online Library ddc BK 207022 207022