عنوان

An introduction to algorithmic trading

Qualification

(hbk.)

(Number (ISBN

9780470689547

Country Code

IR

Number

13923

.Language of Text, Soundtrack etc

انگلیسی

Country of publication

IR

Title Proper

An introduction to algorithmic trading

General Material Designation

[Book]

Other Title Information

:basic to advanced strategies

First Statement of Responsibility

/ Edward A. Leshik, Jane Cralle

Place of Publication, Distribution, etc.

Chichester, West Sussex, UK

Name of Publisher, Distributor, etc.

: Wiley,

Date of Publication, Distribution, etc.

, 2011.

Specific Material Designation and Extent of Item

vi, 264 p.

Series Title

(Wiley trading series)

Text of Note

Language: انگلیسی

Text of Note

CD-ROM includes examples and algorithms in Microsoft Excel spreadsheets.

Text of Note

Print

Text of Note

Includes bibliographical references (p. [245]-247) and index.

Text of Note

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.

Stocks, Mathematical models

Algorithms

Program trading (Securities)

Investment analysis

Number

Leshik, Edward A.

Cralle, Jane

Country

ایران

Agency

University of Tehran. Library of School of Management

Call Number

332.63221, L629a 2011

old catalog

p

BL

1

a

Y