03995cam a2200697Ma 4500 ocn921052821 OCoLC 20171024094825.0 m o d cr |n||||||||| 110711s2011 enka ob 001 0 eng d 2011290087 9786613239587 (electronic bk.) 6613239585 (electronic bk.) 9781119206033 (electronic bk.) 1119206030 (electronic bk.) 9780470979358 (e-book) 0470979356 (e-book) 9781119975090 (e-book) 1119975093 (e-book) 9781119975106 (e-book) 1119975107 (e-book) 9780470689547 (hbk.) 0470689544 (hbk.) DEBBG BV043398025 GBVCP 856571601 HEBIS 299830586 SE4M6 120591170 (OCoLC)921052821 (OCoLC)791555565 (OCoLC)961519720 (OCoLC)962640870 323958 MIL U3W eng pn U3W OCLCO DG1 OCLCF OCLCQ DEBBG OCLCQ AZK OCLCQ MAIN HG4661 .L47 2011eb 332.6322 22 Leshik, Edward A. An introduction to algorithmic trading : basic to advanced strategies / Edward A. Leshik, Jane Cralle. [electronic resource] Chichester, West Sussex, UK : Wiley, 2011. 1 online resource (vi, 264 pages) : illustrations. text txt rdacontent computer c rdamedia online resource cr rdacarrier Wiley trading series CD-ROM includes examples and algorithms in Microsoft Excel spreadsheets. Includes bibliographical references (pages 245-247) 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. Print version record. Stocks Mathematical models. Algorithms. Program trading (Securities) Investment analysis. Algorithms. fast (OCoLC)fst00805020 Investment analysis. fast (OCoLC)fst00978180 Program trading (Securities) fast (OCoLC)fst01078669 Stocks Mathematical models. fast (OCoLC)fst01133724 Electronic books. Cralle, Jane. Print version: 9780470689547 (OCoLC)639188943 Wiley trading series. http://onlinelibrary.wiley.com/book/10.1002/9781119206033 Wiley Online Library ddc BK 208170 208170