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02505nam a2200265 a 4500 |
| 001 |
1844038 |
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20171111234627.0 |
| 008 |
110711s2011 enka sb 001 0 eng d |
| 020 |
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|z 9780470689547 (hbk.)
|z 0470689544 (hbk.)
|z 0470979356 (e-book)
|z 9781119975090 (e-book)
|z 1119975093 (e-book)
|z 9781119975106 (e-book)
|z 1119975107 (e-book)
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| 040 |
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|a CaPaEBR
|z 9780470979358 (e-book)
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| 050 |
1 |
4 |
|a HG4661
|b .L47 2011eb
|
| 100 |
1 |
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|a Leshik, Edward A.
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| 245 |
1 |
3 |
|a An introduction to algorithmic trading
|b basic to advanced strategies /
|c Edward A. Leshik, Jane Cralle.
|
| 260 |
|
|
|a Chichester, U.K. :
|b Wiley,
|c 2011.
|
| 300 |
|
|
|a vi, 264 p. :
|b ill.
|
| 490 |
1 |
|
|a Wiley trading
|
| 504 |
|
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|a Includes bibliographical references and index.
|
| 505 |
0 |
|
|a 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.
|
| 650 |
|
0 |
|a Stocks
|x Mathematical models.
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| 650 |
|
0 |
|a Algorithms.
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| 650 |
|
0 |
|a Program trading (Securities)
|
| 700 |
1 |
|
|a Cralle, Jane.
|
| 710 |
2 |
|
|a ebrary, Inc.
|
| 856 |
4 |
0 |
|u http://site.ebrary.com/lib/ucy/Doc?id=10494517
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| 952 |
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|a CY-NiOUC
|b 5a045efd6c5ad14ac1ede791
|c 998a
|d 945l
|e -
|t 1
|x m
|z Books
|
