| 000 -LEADER |
|---|
| fixed length control field |
02573cam a2200301 a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20191120110431.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
110711s2011 enka b 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780470689547 (hbk.) |
|
|---|
| International Standard Book Number |
0470689544 (hbk.) |
| 041 ## - Language |
|---|
| Language code of text/sound track or separate title |
eng |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG4661 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.6322015181 |
| Item number |
L629 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Leshik, Edward A. |
| 9 (RLIN) |
23920 |
| 245 13 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| Title |
An introduction to algorithmic trading : |
| Remainder of title |
basic to advanced strategies / |
| Statement of responsibility, etc |
Edward A. Leshik, Jane Cralle. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Chichester, England : |
| Name of publisher, distributor, etc |
Wiley, |
| Date of publication, distribution, etc |
2011. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
vi, 264 p. : |
| Other physical details |
ill. ; |
| Dimensions |
24 cm. + |
| Accompanying material |
1 CD-ROM (4 3/4 in.) |
| 440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Wiley trading series |
| 9 (RLIN) |
23921 |
| 500 ## - GENERAL NOTE |
|---|
| General note |
CD-ROM includes examples and algorithms in Microsoft Excel spreadsheets. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references (p. [245]-247) and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
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. |
| 538 ## - SYSTEM DETAILS NOTE |
|---|
| System details note |
System requirements for accompanying CD-ROM: Microsoft Office Excel; web browser. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stocks |
| General subdivision |
Mathematical models. |
| 9 (RLIN) |
23922 |
|
|---|
| Topical term or geographic name as entry element |
Algorithms. |
| 9 (RLIN) |
25968 |
|
|---|
| Topical term or geographic name as entry element |
Program trading (Securities) |
| 9 (RLIN) |
23923 |
|
|---|
| Topical term or geographic name as entry element |
Investment analysis. |
| 9 (RLIN) |
4317 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Cralle, Jane. |
| 9 (RLIN) |
23924 |
| Relator term |
author |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
Book |
