TY  - BOOK
AU  - Leshik,Edward A.
AU  - Cralle,Jane
TI  - An introduction to algorithmic trading: basic to advanced strategies 
T2  - Wiley trading series
SN  - 9786613239587
AV  - HG4661 .L47 2011eb
U1  - 332.6322 22
PY  - 2011///
CY  - Chichester, West Sussex, UK
PB  - Wiley
KW  - Stocks
KW  - Mathematical models
KW  - Algorithms
KW  - Program trading (Securities)
KW  - Investment analysis
KW  - fast
KW  - Electronic books
N1  - CD-ROM includes examples and algorithms in Microsoft Excel spreadsheets; Includes bibliographical references (pages 245-247) and index; 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
UR  - http://onlinelibrary.wiley.com/book/10.1002/9781119206033
ER  -