An introduction to algorithmic trading : basic to advanced strategies / (Record no. 208170)
[ view plain ]
000 -LEADER | |
---|---|
fixed length control field | 03995cam a2200697Ma 4500 |
001 - CONTROL NUMBER | |
control field | ocn921052821 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | OCoLC |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20171024094825.0 |
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
fixed length control field | m o d |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr |n||||||||| |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 110711s2011 enka ob 001 0 eng d |
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
Canceled/invalid LC control number | 2011290087 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9786613239587 |
Qualifying information | (electronic bk.) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 6613239585 |
Qualifying information | (electronic bk.) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9781119206033 |
Qualifying information | (electronic bk.) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 1119206030 |
Qualifying information | (electronic bk.) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9780470979358 |
Qualifying information | (e-book) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 0470979356 |
Qualifying information | (e-book) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9781119975090 |
Qualifying information | (e-book) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 1119975093 |
Qualifying information | (e-book) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9781119975106 |
Qualifying information | (e-book) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 1119975107 |
Qualifying information | (e-book) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
Canceled/invalid ISBN | 9780470689547 |
Qualifying information | (hbk.) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
Canceled/invalid ISBN | 0470689544 |
Qualifying information | (hbk.) |
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
OCLC library identifier | DEBBG |
System control number | BV043398025 |
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
OCLC library identifier | GBVCP |
System control number | 856571601 |
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
OCLC library identifier | HEBIS |
System control number | 299830586 |
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
OCLC library identifier | SE4M6 |
System control number | 120591170 |
035 ## - SYSTEM CONTROL NUMBER | |
System control number | (OCoLC)921052821 |
Canceled/invalid control number | (OCoLC)791555565 |
-- | (OCoLC)961519720 |
-- | (OCoLC)962640870 |
037 ## - SOURCE OF ACQUISITION | |
Stock number | 323958 |
Source of stock number/acquisition | MIL |
040 ## - CATALOGING SOURCE | |
Original cataloging agency | U3W |
Language of cataloging | eng |
Description conventions | pn |
Transcribing agency | U3W |
Modifying agency | OCLCO |
-- | DG1 |
-- | OCLCF |
-- | OCLCQ |
-- | DEBBG |
-- | OCLCQ |
-- | AZK |
-- | OCLCQ |
049 ## - LOCAL HOLDINGS (OCLC) | |
Holding library | MAIN |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | HG4661 |
Item number | .L47 2011eb |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 332.6322 |
Edition number | 22 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Leshik, Edward A. |
245 13 - TITLE STATEMENT | |
Title | An introduction to algorithmic trading : basic to advanced strategies / |
Statement of responsibility, etc. | Edward A. Leshik, Jane Cralle. |
Medium | [electronic resource] |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication, distribution, etc. | Chichester, West Sussex, UK : |
Name of publisher, distributor, etc. | Wiley, |
Date of publication, distribution, etc. | 2011. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 1 online resource (vi, 264 pages) : |
Other physical details | illustrations. |
336 ## - CONTENT TYPE | |
Content type term | text |
Content type code | txt |
Source | rdacontent |
337 ## - MEDIA TYPE | |
Media type term | computer |
Media type code | c |
Source | rdamedia |
338 ## - CARRIER TYPE | |
Carrier type term | online resource |
Carrier type code | cr |
Source | rdacarrier |
490 1# - SERIES STATEMENT | |
Series statement | Wiley trading series |
500 ## - GENERAL NOTE | |
General note | CD-ROM includes examples and algorithms in Microsoft Excel spreadsheets. |
504 ## - BIBLIOGRAPHY, ETC. NOTE | |
Bibliography, etc | Includes bibliographical references (pages 245-247) 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. |
588 0# - SOURCE OF DESCRIPTION NOTE | |
Source of description note | Print version record. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Stocks |
General subdivision | Mathematical models. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Algorithms. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Program trading (Securities) |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Investment analysis. |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Algorithms. |
Source of heading or term | fast |
Authority record control number | (OCoLC)fst00805020 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Investment analysis. |
Source of heading or term | fast |
Authority record control number | (OCoLC)fst00978180 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Program trading (Securities) |
Source of heading or term | fast |
Authority record control number | (OCoLC)fst01078669 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Stocks |
General subdivision | Mathematical models. |
Source of heading or term | fast |
Authority record control number | (OCoLC)fst01133724 |
655 #4 - INDEX TERM--GENRE/FORM | |
Genre/form data or focus term | Electronic books. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Cralle, Jane. |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Relationship information | Print version: |
International Standard Book Number | 9780470689547 |
Record control number | (OCoLC)639188943 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | Wiley trading series. |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | http://onlinelibrary.wiley.com/book/10.1002/9781119206033 |
Public note | Wiley Online Library |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | |
Koha item type | Books |
No items available.