An introduction to algorithmic trading basic to advanced strategies /

Gorde:
Xehetasun bibliografikoak
Egile nagusia: Leshik, Edward A.
Erakunde egilea: ebrary, Inc
Beste egile batzuk: Cralle, Jane
Formatua: Baliabide elektronikoa eBook
Hizkuntza:ingelesa
Argitaratua: Chichester, U.K. : Wiley, 2011.
Saila:Wiley trading series.
Gaiak:
Sarrera elektronikoa:An electronic book accessible through the World Wide Web; click to view
Etiketak: Etiketa erantsi
Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!

MARC

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020 |z 9780470689547 (hbk.) 
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020 |z 0470979356 (e-book) 
020 |z 9781119975090 (e-book) 
020 |z 1119975093 (e-book) 
020 |z 9781119975106 (e-book) 
020 |z 1119975107 (e-book) 
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035 |a (OCoLC)759040873 
040 |a CaPaEBR  |c CaPaEBR 
050 1 4 |a HG4661  |b .L47 2011eb 
100 1 |a Leshik, Edward A. 
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. 
533 |a Electronic reproduction.  |b Palo Alto, Calif. :  |c ebrary,  |d 2011.  |n Available via World Wide Web.  |n Access may be limited to ebrary 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 7 |a Electronic books.  |2 local 
700 1 |a Cralle, Jane. 
710 2 |a ebrary, Inc. 
830 0 |a Wiley trading series. 
856 4 0 |u http://site.ebrary.com/lib/daystar/Doc?id=10494517  |z An electronic book accessible through the World Wide Web; click to view 
908 |a 170314 
942 0 0 |c EB 
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