/LC.GIF&client=easterncarolinaedu)
An introduction to algorithmic trading basic to advanced strategies / Edward A. Leshik, Jane Cralle.
| Author/creator | Leshik, Edward A. |
| Other author | Cralle, Jane. |
| Format | Electronic |
| Publication Info | Chichester, West Sussex, UK : Wiley, |
| Description | vi, 264 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4 in.) |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Series | Wiley trading series |
| 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. |
| General note | CD-ROM includes examples and algorithms in Microsoft Excel spreadsheets. |
| Bibliography note | Includes bibliographical references (p. [245]-247) and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2011290087 |
| ISBN | 9780470689547 (hbk.) |
| ISBN | 0470689544 (hbk.) |
| ISBN | 9780470979358 (e-book) |
| ISBN | 0470979356 (e-book) |
| ISBN | 9781119975090 (e-book) |
| ISBN | 1119975093 (e-book) |
| ISBN | 9781119975106 (e-book) |
| ISBN | 1119975107 (e-book) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |