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 -