Buch, Englisch, 272 Seiten, CDROM, Format (B × H): 161 mm x 235 mm, Gewicht: 562 g
Reihe: Wiley Trading Series
Basic to Advanced Strategies
Buch, Englisch, 272 Seiten, CDROM, Format (B × H): 161 mm x 235 mm, Gewicht: 562 g
Reihe: Wiley Trading Series
ISBN: 978-0-470-68954-7
Verlag: Wiley & Sons
Zielgruppe
Fortgeschrittene
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Computeranwendungen in der Mathematik
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Anlagen & Wertpapiere
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
Weitere Infos & Material
Acknowledgments.Mission Statement.PART I INTRODUCTION TO TRADING ALGORITHMS.Preface to Part I.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 II THE LESHIK-CRALLE TRADING METHODS.Preface to Part II.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 Them and How to Build Them.17 Our Metrics - Algometrics.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 - The ALPHA ALGO Strategies.1. ALPHA-1 (DIFF).1a. The ALPHA-1 Algo Expressed in Excel Function Language.2. ALPHA-2 (EMA PLUS) V1 And V2.3. ALPHA-3 (The Leshik-Cralle Oscillator).4. ALPHA-4 (High Frequency Real-Time Matrix).5. ALPHA-5 (Firedawn).6. ALPHA-6 (General Pawn).7. The LC Adaptive Capital Protection Stop.26 Parameters and How to Set Them.27 Technical Analysis (TA).28 Heuristics, AI, Artificial Neural Networks and Other Avenues to be Explored.29 How We Design a Trading Alpha Algo.30 From the Efficient Market Hypothesis to Prospect Theory.31 The Road to Chaos (or Nonlinear Science).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.APPENDICES.Appendix A 'The List' of Algo Users and Providers.Appendix B Our Industry Classification SECTOR Definitions.Appendix C The Stock Watchlist.Appendix D Stock Details Snapshot.CD Files List.Bibliography.Index.