An Leshik, Edward A. creator Cralle, Jane. text bibliography Electronic books. enk Chichester, West Sussex, UK Wiley 2011 monographic eng

electronic resource

1 online resource (vi, 264 pages) : illustrations. 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. Edward A. Leshik, Jane Cralle. CD-ROM includes examples and algorithms in Microsoft Excel spreadsheets. Includes bibliographical references (pages 245-247) and index. Stocks Mathematical models Algorithms Program trading (Securities) Investment analysis Algorithms Investment analysis Program trading (Securities) Stocks Mathematical models HG4661 .L47 2011eb 332.6322 (OCoLC)639188943 9786613239587 6613239585 9781119206033 1119206030 9780470979358 0470979356 9781119975090 1119975093 9781119975106 1119975107 323958 MIL http://onlinelibrary.wiley.com/book/10.1002/9781119206033 http://onlinelibrary.wiley.com/book/10.1002/9781119206033 U3W 110711 20171024094825.0 ocn921052821 eng