An introduction to algorithmic trading (Record no. 128017)
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fixed length control field | 03082nam a2200469 a 4500 |
001 - CONTROL NUMBER | |
control field | 0000138868 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20171002061548.0 |
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
fixed length control field | m u |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr cn||||||||| |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 110711s2011 enka sb 001 0 eng d |
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
Canceled/invalid LC control number | 2011290087 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
Canceled/invalid ISBN | 9780470689547 (hbk.) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
Canceled/invalid ISBN | 0470689544 (hbk.) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
Canceled/invalid ISBN | 0470979356 (e-book) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
Canceled/invalid ISBN | 9781119975090 (e-book) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
Canceled/invalid ISBN | 1119975093 (e-book) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
Canceled/invalid ISBN | 9781119975106 (e-book) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
Canceled/invalid ISBN | 1119975107 (e-book) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
Canceled/invalid ISBN | 9780470979358 (e-book) |
035 ## - SYSTEM CONTROL NUMBER | |
System control number | (CaPaEBR)ebr10494517 |
035 ## - SYSTEM CONTROL NUMBER | |
System control number | (OCoLC)759040873 |
040 ## - CATALOGING SOURCE | |
Original cataloging agency | CaPaEBR |
Transcribing agency | CaPaEBR |
050 14 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | HG4661 |
Item number | .L47 2011eb |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Leshik, Edward A. |
245 13 - TITLE STATEMENT | |
Title | An introduction to algorithmic trading |
Medium | [electronic resource] : |
Remainder of title | basic to advanced strategies / |
Statement of responsibility, etc. | Edward A. Leshik, Jane Cralle. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
Place of publication, distribution, etc. | Chichester, U.K. : |
Name of publisher, distributor, etc. | Wiley, |
Date of publication, distribution, etc. | 2011. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | vi, 264 p. : |
Other physical details | ill. |
490 1# - SERIES STATEMENT | |
Series statement | Wiley trading |
504 ## - BIBLIOGRAPHY, ETC. NOTE | |
Bibliography, etc. note | Includes bibliographical references 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. |
533 ## - REPRODUCTION NOTE | |
Type of reproduction | Electronic reproduction. |
Place of reproduction | Palo Alto, Calif. : |
Agency responsible for reproduction | ebrary, |
Date of reproduction | 2011. |
Note about reproduction | Available via World Wide Web. |
-- | Access may be limited to ebrary affiliated libraries. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Stocks |
General subdivision | Mathematical models. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Algorithms. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Program trading (Securities) |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Investment analysis. |
655 #7 - INDEX TERM--GENRE/FORM | |
Genre/form data or focus term | Electronic books. |
Source of term | local |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Cralle, Jane. |
710 2# - ADDED ENTRY--CORPORATE NAME | |
Corporate name or jurisdiction name as entry element | ebrary, Inc. |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | Wiley trading series. |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://site.ebrary.com/lib/daystar/Doc?id=10494517">http://site.ebrary.com/lib/daystar/Doc?id=10494517</a> |
Public note | An electronic book accessible through the World Wide Web; click to view |
908 ## - PUT COMMAND PARAMETER (RLIN) | |
Put command parameter | 170314 |
942 00 - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | Electronic Book |
No items available.