An Introduction to Algorithmic Trading: Basic to Advanced Strategies (+ CD-ROM)
Автор:Edward Leshik, Jane Cralle Год: 2011 Издание:John Wiley and Sons, Ltd Страниц: 264 ISBN: 9780470689547 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....
