| Description |
vi, 264 p. : ill. |
| Series |
Wiley trading |
|
Wiley trading series.
|
| Bibliography |
Includes bibliographical references and index. |
| Contents |
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. |
| Reproduction |
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. |
| Subject |
Stocks -- Mathematical models.
|
|
Algorithms.
|
|
Program trading (Securities)
|
|
Investment analysis.
|
| Genre/Form |
Electronic books.
|
| Added Author |
Cralle, Jane.
|
|
ProQuest (Firm)
|
| ISBN |
9780470689547 (hbk.) |
|
0470689544 (hbk.) |
|
0470979356 (electronic bk.) |
|
9781119975090 (electronic bk.) |
|
1119975093 (electronic bk.) |
|
9781119975106 (electronic bk.) |
|
1119975107 (electronic bk.) |
|
9780470979358 (electronic bk.) |
|
