370_An Introduction to Algorithmic Trading.pdf

(1042 KB) Pobierz
AN INTRODUCTION TO
ALGORITHMIC TRADING
Basic to Advanced Strategies
Edward A Leshik
Jane Cralle
A John Wiley and Sons, Ltd., Publication
This edition first published 2011.
Copyright
C
2011 John Wiley & Sons Ltd
Registered office
John Wiley & Sons Ltd, The Atrium, Southern Gate, Chichester, West Sussex, PO19 8SQ,
United Kingdom
For details of our global editorial offices, for customer services and for information about how to apply
for permission to reuse the copyright material in this book please see our website at
www.wiley.com.
The right of the author to be identified as the author of this work has been asserted in accordance with
the Copyright, Designs and Patents Act 1988.
All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or
transmitted, in any form or by any means, electronic, mechanical, photocopying, recording or otherwise,
except as permitted by the UK Copyright, Designs and Patents Act 1988, without the prior permission of
the publisher.
Wiley also publishes its books in a variety of electronic formats. Some content that appears in print may
not be available in electronic books.
Designations used by companies to distinguish their products are often claimed as trademarks. All brand
names and product names used in this book are trade names, service marks, trademarks or registered
trademarks of their respective owners. The publisher is not associated with any product or vendor
mentioned in this book. This publication is designed to provide accurate and authoritative information in
regard to the subject matter covered. It is sold on the understanding that the publisher is not engaged in
rendering professional services. If professional advice or other expert assistance is required, the services
of a competent professional should be sought.
For other titles in the Wiley Trading Series
Please see
www.wiley.com/finance
A catalogue record for this book is available from the British Library
ISBN 978-0-470-68954-7 (hardback); ISBN 978-0-470-97935-8 (ebk);
ISBN 978-1-119-97509-0 (ebk); ISBN 978-1-119-97510-6 (ebk)
Typeset in 10/12pt Times by Aptara Inc., New Delhi, India
Printed in Great Britain by TJ International Ltd, Padstow, Cornwall
Contents
Acknowledgments
Mission Statement
vii
viii
PART I
INTRODUCTION TO TRADING ALGORITHMS
3
7
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?
9
11
13
17
19
25
29
33
37

Plik z chomika:

Inne pliki z tego folderu:

Inne foldery tego chomika:

Zgłoś jeśli naruszono regulamin