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Building Winning Algorithmic Trading Systems

A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading

Author: Kevin J. Davey

Publisher: John Wiley & Sons


Category: Business & Economics

Page: 288

View: 741

Develop your own trading system with practical guidance andexpert advice In Building Algorithmic Trading Systems: A Trader's JourneyFrom Data Mining to Monte Carlo Simulation to Live Training,award-winning trader Kevin Davey shares his secrets for developingtrading systems that generate triple-digit returns. With bothexplanation and demonstration, Davey guides you step-by-stepthrough the entire process of generating and validating an idea,setting entry and exit points, testing systems, and implementingthem in live trading. You'll find concrete rules for increasing ordecreasing allocation to a system, and rules for when to abandonone. The companion website includes Davey's own Monte Carlosimulator and other tools that will enable you to automate and testyour own trading ideas. A purely discretionary approach to trading generally breaks downover the long haul. With market data and statistics easilyavailable, traders are increasingly opting to employ an automatedor algorithmic trading system—enough that algorithmic tradesnow account for the bulk of stock trading volume. BuildingAlgorithmic Trading Systems teaches you how to develop your ownsystems with an eye toward market fluctuations and the impermanenceof even the most effective algorithm. Learn the systems that generated triple-digit returns in theWorld Cup Trading Championship Develop an algorithmic approach for any trading idea usingoff-the-shelf software or popular platforms Test your new system using historical and current marketdata Mine market data for statistical tendencies that may form thebasis of a new system Market patterns change, and so do system results. Pastperformance isn't a guarantee of future success, so the key is tocontinually develop new systems and adjust established systems inresponse to evolving statistical tendencies. For individual traderslooking for the next leap forward, Building Algorithmic TradingSystems provides expert guidance and practical advice.

The Ultimate Algorithmic Trading System Toolbox + Website

Using Today's Technology To Help You Become A Better Trader

Author: George Pruitt

Publisher: John Wiley & Sons


Category: Business & Economics

Page: 368

View: 386

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 trade. You'll explore the broad spectrum of today's technological offerings, and use several to develop trading ideas using the provided source code and the author's own library, and get practical advice on popular software packages including TradeStation, TradersStudio, MultiCharts, Excel, and more. You'll stop making repetitive mistakes as you learn to recognize which paths you should not go down, and you'll discover that you don't need to be a programmer to take advantage of the latest technology. The companion website provides up-to-date TradeStation code, Excel spreadsheets, and instructional video, and gives you access to the author himself to help you interpret and implement the included algorithms. Algorithmic system trading isn't really all that new, but the technology that lets you program, evaluate, and implement trading ideas is rapidly evolving. This book helps you take advantage of these new capabilities to develop the trading solution you've been looking for. Exploit trading technology without a computer science degree Evaluate different trading systems' strengths and weaknesses Stop making the same trading mistakes over and over again Develop a complete trading solution using provided source code and libraries New technology has enabled the average trader to easily implement their ideas at very low cost, breathing new life into systems that were once not viable. If you're ready to take advantage of the new trading environment but don't know where to start, The Ultimate Algorithmic Trading System Toolbox will help you get on board quickly and easily.

Quantitative Trading

How to Build Your Own Algorithmic Trading Business

Author: Ernie Chan

Publisher: John Wiley & Sons


Category: Business & Economics

Page: 208

View: 942

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 an independent "retail" trader looking to start your own quantitative trading business or an individual who aspires to work as a quantitative trader at a major financial institution, this practical guide contains the information you need to succeed.

Learn Algorithmic Trading with Python

Build Automated Electronic Trading Systems using Python

Author: Jamal Sinclair O’Garro

Publisher: Apress


Category: Computers

Page: 335

View: 713

Develop and deploy an automated electronic trading system with Python and the SciPy ecosystem. This book introduces you to the tools required to gather and analyze financial data through the techniques of data munging and data visualization using Python and its popular libraries: NumPy, Pandas, scikit-learn, and Matplotlib. You will create a research environment using Jupyter Notebooks while leveraging open source back-testing software to analyze and experiment with several trading strategies. Next, you will measure the level of return and risk of a portfolio using measures such as Alpha, Beta, and the Sharpe Ratio. This will set the stage for the use of open source backtesting and scientific computing libraries such as zipline, NumPy, and scikit-learn to develop models that will help you identify, buy, and sell signals for securities in your portfolio and watch-list. With Learn Algorithmic Trading with Python you will explore key techniques used to analyze the performance of a portfolio and trading strategies and write unit tests on Python code that will send live orders to the market. What You'll Learn Analyze financial data with Pandas Use Python libraries to perform statistical reviews Review algorithmic trading strategies Assess risk management with NumPy and StatsModels Perform paper and Live Trading with IB Python API Write unit tests and deploy your trading system to the Cloud Who This Book Is For Software developers, data scientists, or students interested in Python and the SciPy ecosystem

Electronic and Algorithmic Trading Technology

The Complete Guide

Author: Kendall Kim

Publisher: Academic Press


Category: Business & Economics

Page: 224

View: 373

Electronic and algorithmic trading has become part of a mainstream response to buy-side traders’ need to move large blocks of shares with minimum market impact in today’s complex institutional trading environment. This book illustrates an overview of key providers in the marketplace. With electronic trading platforms becoming increasingly sophisticated, more cost effective measures handling larger order flow is becoming a reality. The higher reliance on electronic trading has had profound implications for vendors and users of information and trading products. Broker dealers providing solutions through their products are facing changes in their business models such as: relationships with sellside customers, relationships with buyside customers, the importance of broker neutrality, the role of direct market access, and the relationship with prime brokers. Electronic and Algorithmic Trading Technology: The Complete Guide is the ultimate guide to managers, institutional investors, broker dealers, and software vendors to better understand innovative technologies that can cut transaction costs, eliminate human error, boost trading efficiency and supplement productivity. As economic and regulatory pressures are driving financial institutions to seek efficiency gains by improving the quality of software systems, firms are devoting increasing amounts of financial and human capital to maintaining their competitive edge. This book is written to aid the management and development of IT systems for financial institutions. Although the book focuses on the securities industry, its solution framework can be applied to satisfy complex automation requirements within very different sectors of financial services – from payments and cash management, to insurance and securities. Electronic and Algorithmic Trading: The Complete Guide is geared toward all levels of technology, investment management and the financial service professionals responsible for developing and implementing cutting-edge technology. It outlines a complete framework for successfully building a software system that provides the functionalities required by the business model. It is revolutionary as the first guide to cover everything from the technologies to how to evaluate tools to best practices for IT management. First book to address the hot topic of how systems can be designed to maximize the benefits of program and algorithmic trading Outlines a complete framework for developing a software system that meets the needs of the firm's business model Provides a robust system for making the build vs. buy decision based on business requirements

High-Frequency Trading

A Practical Guide to Algorithmic Strategies and Trading Systems

Author: Irene Aldridge

Publisher: John Wiley and Sons


Category: Business & Economics

Page: 368

View: 999

A hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading Financial markets are undergoing rapid innovation due to the continuing proliferation of computer power and algorithms. These developments have created a new investment discipline called high-frequency trading. This book covers all aspects of high-frequency trading, from the business case and formulation of ideas through the development of trading systems to application of capital and subsequent performance evaluation. It also includes numerous quantitative trading strategies, with market microstructure, event arbitrage, and deviations arbitrage discussed in great detail. Contains the tools and techniques needed for building a high-frequency trading system Details the post-trade analysis process, including key performance benchmarks and trade quality evaluation Written by well-known industry professional Irene Aldridge Interest in high-frequency trading has exploded over the past year. This book has what you need to gain a better understanding of how it works and what it takes to apply this approach to your trading endeavors.

Financial Times Guide to Technical Analysis

How to Trade like a Professional

Author: Jacinta Chan

Publisher: Pearson UK


Category: Business & Economics

Page: 240

View: 793

Beginning with the very basics of technical analysis and market price behaviour, this book teaches you how to apply these concepts and principles to your own trading. With this comprehensive and straight talking guide you will soon be using the same successful techniques and formulas as the professionals. Learn how to: Understand those trading systems that will generate high returns Identify price patterns and trends Use the right technical indicators to get the best out of the markets Write and execute a trading plan that increases your chances of beating the market

A Guide to Creating A Successful Algorithmic Trading Strategy

Author: Perry J. Kaufman

Publisher: John Wiley & Sons


Category: Business & Economics

Page: 192

View: 461

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, this book has you covered from idea to execution as you learn to develop a trader's insight and turn it into profitable strategy. You'll discover your trading personality and use it as a jumping-off point to create the ideal algo system that works the way you work, so you can achieve your goals faster. Coverage includes learning to recognize opportunities and identify a sound premise, and detailed discussion on seasonal patterns, interest rate-based trends, volatility, weekly and monthly patterns, the 3-day cycle, and much more—with an emphasis on trading as the best teacher. By actually making trades, you concentrate your attention on the market, absorb the effects on your money, and quickly resolve problems that impact profits. Algorithmic trading began as a "ridiculous" concept in the 1970s, then became an "unfair advantage" as it evolved into the lynchpin of a successful trading strategy. This book gives you the background you need to effectively reap the benefits of this important trading method. Navigate confusing markets Find the right trades and make them Build a successful algo trading system Turn insights into profitable strategies Algorithmic trading strategies are everywhere, but they're not all equally valuable. It's far too easy to fall for something that worked brilliantly in the past, but with little hope of working in the future. A Guide to Creating a Successful Algorithmic Trading Strategy shows you how to choose the best, leave the rest, and make more money from your trades.

Trading Systems

Author: Emilio Tomasini

Publisher: Harriman House Limited


Category: Business & Economics

Page: 254

View: 620

"Trading Systems" offers an insight into what a trader should know and do in order to achieve success on the markets.

An Introduction to Algorithmic Trading

Basic to Advanced Strategies

Author: Edward Leshik

Publisher: John Wiley & Sons


Category: Business & Economics

Page: 272

View: 410

CD-ROM includes examples and algorithms in Microsoft Excel spreadsheets.

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