Algorithmic Trading

Written By Ernie Chan
Algorithmic Trading
  • Publsiher : John Wiley & Sons
  • Release : 28 May 2013
  • ISBN : 1118460146
  • Pages : 224 pages
  • Rating : 4/5 from 21 reviews
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Read or download book entitled Algorithmic Trading written by Ernie Chan which was release on 28 May 2013, this book published by John Wiley & Sons. Available in PDF, EPUB and Kindle Format. Book excerpt: Praise for Algorithmic Trading "Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life with actual trading strategies, which give the reader insight into how and why each strategy was developed, how it was implemented, and even how it was coded. This book is a valuable resource for anyone looking to create their own systematic trading strategies and those involved in manager selection, where the knowledge contained in this book will lead to a more informed and nuanced conversation with managers." —DAREN SMITH, CFA, CAIA, FSA, President and Chief Investment Officer, University of Toronto Asset Management "Using an excellent selection of mean reversion and momentum strategies, Ernie explains the rationale behind each one, shows how to test it, how to improve it, and discusses implementation issues. His book is a careful, detailed exposition of the scientific method applied to strategy development. For serious retail traders, I know of no other book that provides this range of examples and level of detail. His discussions of how regime changes affect strategies, and of risk management, are invaluable bonuses." —Roger Hunter, Mathematician and Algorithmic Trader

Algorithmic Trading

Algorithmic Trading
  • Author : Ernie Chan
  • Publisher : John Wiley & Sons
  • Release Date : 2013-05-28
  • Total pages : 224
  • ISBN : 1118460146
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Summary : Praise for Algorithmic Trading "Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life ...

A Guide to Creating A Successful Algorithmic Trading Strategy

A Guide to Creating A Successful Algorithmic Trading Strategy
  • Author : Perry J. Kaufman
  • Publisher : John Wiley & Sons
  • Release Date : 2016-02-01
  • Total pages : 192
  • ISBN : 1118460146
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Summary : Turn insight into profit with guru guidance toward successful algorithmic trading A Guide to Creating a Successful Algorithmic Trading Strategy provides the latest strategies from an industry guru to show you how to build your own system from the ground up. If you're looking to develop a successful career in ...

Algorithmic Trading and Quantitative Strategies

Algorithmic Trading and Quantitative Strategies
  • Author : Raja Velu
  • Publisher : CRC Press
  • Release Date : 2020-08-12
  • Total pages : 400
  • ISBN : 1118460146
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Summary : Algorithmic Trading and Quantitative Strategies provides an in-depth overview of this growing field with a unique mix of quantitative rigor and practitioner’s hands-on experience. The focus on empirical modeling and practical know-how makes this book a valuable resource for students and professionals. The book starts with the often overlooked ...

The Ultimate Algorithmic Trading System Toolbox Website

The Ultimate Algorithmic Trading System Toolbox   Website
  • Author : George Pruitt
  • Publisher : John Wiley & Sons
  • Release Date : 2016-06-20
  • Total pages : 368
  • ISBN : 1118460146
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Summary : The accessible, beneficial guide to developing algorithmic trading solutions The Ultimate Algorithmic Trading System Toolbox is the complete package savvy investors have been looking for. An integration of explanation and tutorial, this guide takes you from utter novice to out-the-door trading solution as you learn the tools and techniques of ...

The Science of Algorithmic Trading and Portfolio Management

The Science of Algorithmic Trading and Portfolio Management
  • Author : Robert Kissell
  • Publisher : Academic Press
  • Release Date : 2013-10-01
  • Total pages : 496
  • ISBN : 1118460146
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Summary : The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build ...

Algorithmic Trading

Algorithmic Trading
  • Author : Jeffrey Bacidore
  • Publisher : Unknown
  • Release Date : 2021-02-16
  • Total pages : 212
  • ISBN : 1118460146
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Summary : The book provides detailed coverage of?Single order algorithms, such as Volume-Weighted Average Price (VWAP), Time-Weighted-Average Price (TWAP), Percent of Volume (POV), and variants of the Implementation Shortfall algorithm. ?Multi-order algorithms, such as Pairs Trading and Portfolio Trading algorithms.?Smart routers, including "smart market", "smart limit", and dark aggregators.?Trading ...

Building Algorithmic Trading Systems Website

Building Algorithmic Trading Systems    Website
  • Author : Kevin Davey
  • Publisher : John Wiley & Sons
  • Release Date : 2014-07-21
  • Total pages : 288
  • ISBN : 1118460146
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Summary : Develop your own trading system with practical guidance and expert advice In Building Algorithmic Trading Systems: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Training, award-winning trader Kevin Davey shares his secrets for developing trading systems that generate triple-digit returns. With both explanation and demonstration, Davey ...

Algorithmic Trading Methods

Algorithmic Trading Methods
  • Author : Robert Kissell
  • Publisher : Academic Press
  • Release Date : 2020-09-08
  • Total pages : 612
  • ISBN : 1118460146
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Summary : Algorithmic Trading Methods: Applications using Advanced Statistics, Optimization, and Machine Learning Techniques, Second Edition, is a sequel to The Science of Algorithmic Trading and Portfolio Management. This edition includes new chapters on algorithmic trading, advanced trading analytics, regression analysis, optimization, and advanced statistical methods. Increasing its focus on trading strategies ...

Algorithmic and High Frequency Trading

Algorithmic and High Frequency Trading
  • Author : Álvaro Cartea,Sebastian Jaimungal,José Penalva
  • Publisher : Cambridge University Press
  • Release Date : 2015-08-06
  • Total pages : 356
  • ISBN : 1118460146
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Summary : A straightforward guide to the mathematics of algorithmic trading that reflects cutting-edge research....

Quantitative Trading

Quantitative Trading
  • Author : Ernie Chan
  • Publisher : Wiley
  • Release Date : 2008-11-17
  • Total pages : 208
  • ISBN : 1118460146
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Summary : While institutional traders continue to implement quantitative (or algorithmic) trading, many independent traders have wondered if they can still challenge powerful industry professionals at their own game? The answer is "yes," and in Quantitative Trading, Dr. Ernest Chan, a respected independent trader and consultant, will show you how. Whether you're ...

Machine Learning for Algorithmic Trading Second Edition

Machine Learning for Algorithmic Trading   Second Edition
  • Author : Stefan Jansen
  • Publisher : Unknown
  • Release Date : 2020-07-31
  • Total pages : 820
  • ISBN : 1118460146
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Summary : Download or read online Machine Learning for Algorithmic Trading Second Edition written by Stefan Jansen, published by which was released on 2020-07-31. Get Machine Learning for Algorithmic Trading Second Edition Books now! Available in PDF, ePub and Kindle....

An Introduction to Algorithmic Trading

An Introduction to Algorithmic Trading
  • Author : Edward Leshik,Jane Cralle
  • Publisher : John Wiley & Sons
  • Release Date : 2011-04-04
  • Total pages : 272
  • ISBN : 1118460146
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Summary : CD-ROM includes examples and algorithms in Microsoft Excel spreadsheets....

Hands On Machine Learning for Algorithmic Trading

Hands On Machine Learning for Algorithmic Trading
  • Author : Stefan Jansen
  • Publisher : Packt Publishing Ltd
  • Release Date : 2018-12-31
  • Total pages : 684
  • ISBN : 1118460146
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Summary : With the help of this book, you'll build smart algorithmic models using machine learning algorithms covering tasks such as time series forecasting, backtesting, trade predictions, and more using easy-to-follow examples. By the end, you'll be able to adopt algorithmic trading in your own business and implement intelligent investigative strategies....

Python for Algorithmic Trading

Python for Algorithmic Trading
  • Author : Yves Hilpisch
  • Publisher : "O'Reilly Media, Inc."
  • Release Date : 2020-11-12
  • Total pages : 380
  • ISBN : 1118460146
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Summary : Algorithmic trading, once the exclusive domain of institutional players, is now open to small organizations and individual traders using online platforms. The tool of choice for many traders today is Python and its ecosystem of powerful packages. In this practical book, author Yves Hilpisch shows students, academics, and practitioners how ...

Building Winning Algorithmic Trading Systems

Building Winning Algorithmic Trading Systems
  • Author : Kevin J. Davey
  • Publisher : John Wiley & Sons
  • Release Date : 2014-06-11
  • Total pages : 288
  • ISBN : 1118460146
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Summary : Develop your own trading system with practical guidance and expert advice In Building Algorithmic Trading Systems: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Training, award-winning trader Kevin Davey shares his secrets for developing trading systems that generate triple-digit returns. With both explanation and demonstration, Davey ...