An introduction to algorithmic trading basic to advanced strategies /

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Detalles Bibliográficos
Autor principal: Leshik, Edward A.
Otros Autores: Cralle, Jane
Formato: Electrónico Libro electrónico
Lenguaje:Inglés
Publicado: Chichester, U.K. : Wiley, 2011.
Colección:Wiley trading series.
Materias:
Acceso en línea:https://elibro.net/ereader/ufasta/179531
Aporte de:Registro referencial: Solicitar el recurso aquí
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245 1 3 |a An introduction to algorithmic trading  |h [electronic resource] :  |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 |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. 
588 |a Description based on metadata supplied by the publisher and other sources. 
590 |a Electronic reproduction. Santa Fe, Arg.: elibro, 2022. Available via World Wide Web. Access may be limited to eLibro affiliated libraries. 
650 0 |a Stocks  |x Mathematical models. 
650 0 |a Algorithms. 
650 0 |a Program trading (Securities) 
650 0 |a Investment analysis. 
655 4 |a Electronic books. 
700 1 |a Cralle, Jane. 
797 2 |a elibro, Corp. 
830 0 |a Wiley trading series. 
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950 |a eLibro English 
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