Interest in algorithmic trading is growing massively – it’s cheaper, faster and better to control than standard trading, it enables you to ‘pre-think’ the market, executing complex math in real time and take the required decisions based on the strategy defined. We are no longer limited by human ‘bandwidth’. The cost alone (estimated at 6 cents per share manual, 1 cent per share algorithmic) is a sufficient driver to power the growth of the industry. According to consultant firm, Aite Group LLC, high frequency trading firms alone account for 73% of all US equity trading volume, despite only representing approximately 2% of the total firms operating in the US markets. Algorithmic trading is becoming the industry lifeblood. But it is a secretive industry with few willing to share the secrets of their success. The book begins with a step-by-step guide to algorithmic trading, demystifying this complex subject and providing readers with a specific and usable algorithmic trading knowledge. It provides background information leading to more advanced work by outlining the current trading algorithms, the basics of their design, what they are, how they work, how they are used, their strengths, their weaknesses, where we are now and where we are going. The book then goes on to demonstrate a selection of detailed algorithms including their implementation in the markets. Using actual algorithms that have been used in live trading readers have access to real time trading functionality and can use the never before seen algorithms to trade their own accounts. The markets are complex adaptive systems exhibiting unpredictable behaviour. As the markets evolve algorithmic designers need to be constantly aware of any changes that may impact their work, so for the more adventurous reader there is also a section on how to design trading algorithms. All examples and algorithms are demonstrated in Excel on the accompanying CD ROM, including actual algorithmic examples which have been used in live trading.
發表於2024-12-23
An Introduction to Algorithmic Trading 2024 pdf epub mobi 電子書 下載
書寫的很一般,基本上可以算作一個科普書,不過可讀性也不是很強。主要是介紹瞭一些算法交易的理念和用到的數學、統計工具。理論介紹也很少。可能是我自己認知的原因,我覺得本書隻能作為作者們的一傢之言,對於算法交易的介紹不夠全麵。而且用Excel做算法交易,估計速度也會相...
評分書寫的很一般,基本上可以算作一個科普書,不過可讀性也不是很強。主要是介紹瞭一些算法交易的理念和用到的數學、統計工具。理論介紹也很少。可能是我自己認知的原因,我覺得本書隻能作為作者們的一傢之言,對於算法交易的介紹不夠全麵。而且用Excel做算法交易,估計速度也會相...
評分書寫的很一般,基本上可以算作一個科普書,不過可讀性也不是很強。主要是介紹瞭一些算法交易的理念和用到的數學、統計工具。理論介紹也很少。可能是我自己認知的原因,我覺得本書隻能作為作者們的一傢之言,對於算法交易的介紹不夠全麵。而且用Excel做算法交易,估計速度也會相...
評分書寫的很一般,基本上可以算作一個科普書,不過可讀性也不是很強。主要是介紹瞭一些算法交易的理念和用到的數學、統計工具。理論介紹也很少。可能是我自己認知的原因,我覺得本書隻能作為作者們的一傢之言,對於算法交易的介紹不夠全麵。而且用Excel做算法交易,估計速度也會相...
評分書寫的很一般,基本上可以算作一個科普書,不過可讀性也不是很強。主要是介紹瞭一些算法交易的理念和用到的數學、統計工具。理論介紹也很少。可能是我自己認知的原因,我覺得本書隻能作為作者們的一傢之言,對於算法交易的介紹不夠全麵。而且用Excel做算法交易,估計速度也會相...
圖書標籤: 金融 算法交易 交易 香港中央圖書館 量化投資 量化-算法交易 量化-方法論 算法
太多是網上抄的,很多章節都隻有一頁字,很多段都隻有一句話,太坑爹瞭。
評分很一般,幾乎都是蜻蜓點水式的帶過,沒什麼很實質的內容。
評分It is just OK.
評分很一般,幾乎都是蜻蜓點水式的帶過,沒什麼很實質的內容。
評分蘭州SB,用Excel做Algorithmic Trading,狗都嫌慢。
An Introduction to Algorithmic Trading 2024 pdf epub mobi 電子書 下載