An introduction to algorithmic trading: basic to advanced strategies

INDICE: MISSION STATEMENT. PART 1. PREFACE. 1 HISTORY. 2 ALL ABOUT TRADING ALGORITHMS YOU EVER WANTED TO KNOW. 3 ALGOS DEFINED and EXPLAINED. 4 WHO USES AND PROVIDES ALGOS. 5 WHY HAVE THEY BECOME MAINSTREAM SO QUICKLY. 6 CURRENTLY POPULAR ALGOS. 7 A PERSPECTIVE VIEW FROM A TIER 1 COMPANY. 8 HOW TO USE ALGOS FOR INDIVIDUAL TRADERS. 9 HOW TO OPTIMIZE INDIVIDUAL TRADER ALGOS. 10 THE FUTURE WHERE DO WE GO FROM HERE. PART 2. PREFACE. 11 OUR NOMENCLATURE. 12 MATH TOOLKIT. 13 STATISTICS TOOLBOX. 14 DATA SYMBOL, DATE, TIMESTAMP, VOLUME, PRICE. 15 EXCEL MINI SEMINAR. 16 EXCEL CHARTS, HOW TO READ AND HOW TO BUILD THEM. 17 OUR METRICS. 18 STOCK PERSONALITY CLUSTERS. 19 SELECTING A COHORT OF TRADING STOCKS. 20 STOCK PROFILING. 21 STYLISTIC PROPERTIES OF EQUITY MARKETS. 22 VOLATILITY. 23 RETURNS - THEORY. 24 BENCHMARKS AND PERFORMANCE MEASURES. 25 OUR TRADING ALGORITHMS DESCRIBED 139 --152. THE ALPHA ALGO STRATEGIES. 1. ALPHA-1 (DIFF). 1.a (33) THE ALPHA-1 ALGO EXPRESSED IN EXCEL FUNCTION LANGUAGE. 2. ALPHA-2(EMA PLUS) V1 & V2. 3. ALPHA-3 (LESHIK-CRALLE OSCILLATOR). 4. ALPHA-4 (HIGH FREQUENCY REAL-TIME PAIRS). 5. ALPHA-5 (FIREDAWN). 6. ALPHA-6 (GENERAL PAWN). 7. THE LC CAPITAL PROTECTION STOP. 26 PARAMETERS AND HOW TO SET THEM. 27 TECHNICAL ANALYSIS (TA). 28 HEURISTICS, AI , ARITIFICIAL NEURAL NETWORKS AND OTHER AVENUES TO BE EXPLORE 29 HOW WE DESIGN A TRADING ALPHA ALGO. 30 FROM EFFICIENT MARKET HYPOTHESIS TO PROSPECT THEORY. 31 THE ROAD TO CHAOS. 32 COMPLEXITY ECONOMICS. 33 BROKERAGES. 34 ORDER MANAGEMENT PLATFORMS AND ORDER EXECUTION SYSTEMS. 35 DATA FEED VENDORS, REAL-TIME, HISTORICAL. 36 CONNECTIVITY. 37 HARDWARE SPECIFICATION EXAMPLES. 38 BRIEF PHILOSOPHICAL DIGRESSION. 39 INFORMATION SOURCES (WEBSITES, JOURNALS, BLOGS). APPENDICES. APPENDIX A: LIST OF ALGO USERS ANDPROVIDERS. APPENDIX B: OUR INDUSTRY CLASSIFICATION SECTOR DEFINITIONS. APPENDIX C: STOCK WATCHLIST. APPENDIX D: STOCK DETAILS SNAPSHOT. CD FILES LIST. BIBLIOGRAPHY. INDEX.

• ISBN: 978-0-470-68954-7
• Editorial: John Wiley & Sons
• Encuadernacion: Cartoné
• Páginas: 272
• Fecha Publicación: 07/01/2011
• Nº Volúmenes: 1
• Idioma: Inglés