An introduction to algorithmic trading (Record no. 128017)

MARC details
000 -LEADER
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
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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

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