An introduction to algorithmic trading
Subtitle: basic to advanced strategies
By: Edward A. Leshik, Jane Cralle
Contributors: Cralle, Jane
Series: Wiley trading series
Publisher: Wiley
Published: 2011
Place of publication: Chichester, West Sussex, UK
Language: eng
Number of pages: 264
ISBN-13: 9780470689547; 9780470979358; 9781119975090; 9781119975106
Subjects: Investment analysis; Mathematical models; Stocks; Algorithms; Program trading (Securities)
Notes: CD-ROM includes examples and algorithms in Microsoft Excel spreadsheets.

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

System requirements for accompanying CD-ROM: Microsoft Office Excel; web browser.
Table of contents: title: 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?; title: 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; title: Connectivity; title: Hardware specification examples ; Brief philosophical digression; title: Information sources.