Search Results: professional-automated-trading

Professional Automated Trading

Theory and Practice

Author: Eugene A. Durenard

Publisher: John Wiley & Sons

ISBN: 1118419294

Category: Business & Economics

Page: 384

View: 7847

An insider's view of how to develop and operate an automatedproprietary trading network Reflecting author Eugene Durenard's extensive experience in thisfield, Professional Automated Trading offers valuableinsights you won't find anywhere else. It reveals how a series ofconcepts and techniques coming from current research in artificiallife and modern control theory can be applied to the design ofeffective trading systems that outperform the majority of publishedtrading systems. It also skillfully provides you with essentialinformation on the practical coding and implementation of ascalable systematic trading architecture. Based on years of practical experience in building successfulresearch and infrastructure processes for purpose of trading atseveral frequencies, this book is designed to be a comprehensiveguide for understanding the theory of design and the practice ofimplementation of an automated systematic trading process at aninstitutional scale. Discusses several classical strategies and covers the design ofefficient simulation engines for back and forward testing Provides insights on effectively implementing a series ofdistributed processes that should form the core of a robust andfault-tolerant automated systematic trading architecture Addresses trade execution optimization by studyingmarket-pressure models and minimization of costs via applicationsof execution algorithms Introduces a series of novel concepts from artificial life andmodern control theory that enhance robustness of the systematicdecision making—focusing on various aspects of adaptation anddynamic optimal model choice Engaging and informative, Proprietary Automated Tradingcovers the most important aspects of this endeavor and will put youin a better position to excel at it.

BUILDING AUTOMATED TRADING STRATEGIES

«INTRODUCTION TO AUTOMATED STRATEGY BUILDING & OPTIMIZATION»

Author: George Protonotarios

Publisher: GEORGE M. PROTONOTARIOS

ISBN: N.A

Category: Business & Economics

Page: 64

View: 8371

This eBook includes general information and educational resources for explaining the modern use of automated trading, plus some practical information and advice on how to create a proprietary automated trading system. The optimization of a trading strategy through sophisticated backtesting and walk-through steps is maybe the most difficult part of strategy building. This eBook contains information on how to successfully backtest and optimize automated trading strategies.

Principles of Automated Negotiation

Author: Shaheen Fatima,Sarit Kraus,Michael Wooldridge

Publisher: Cambridge University Press

ISBN: 1316060586

Category: Computers

Page: N.A

View: 576

With an increasing number of applications in the context of multi-agent systems, automated negotiation is a rapidly growing area. Written by top researchers in the field, this state-of-the-art treatment of the subject explores key issues involved in the design of negotiating agents, covering strategic, heuristic, and axiomatic approaches. The authors discuss the potential benefits of automated negotiation as well as the unique challenges it poses for computer scientists and for researchers in artificial intelligence. They also consider possible applications and give readers a feel for the types of domains where automated negotiation is already being deployed. This book is ideal for graduate students and researchers in computer science who are interested in multi-agent systems. It will also appeal to negotiation researchers from disciplines such as management and business studies, psychology and economics.

Building Automated Trading Systems

With an Introduction to Visual C++.NET 2005

Author: Benjamin Van Vliet

Publisher: Elsevier

ISBN: 9780080476254

Category: Business & Economics

Page: 336

View: 7944

Over the next few years, the proprietary trading and hedge fund industries will migrate largely to automated trade selection and execution systems. Indeed, this is already happening. While several finance books provide C++ code for pricing derivatives and performing numerical calculations, none approaches the topic from a system design perspective. This book will be divided into two sections—programming techniques and automated trading system ( ATS ) technology—and teach financial system design and development from the absolute ground up using Microsoft Visual C++.NET 2005. MS Visual C++.NET 2005 has been chosen as the implementation language primarily because most trading firms and large banks have developed and continue to develop their proprietary algorithms in ISO C++ and Visual C++.NET provides the greatest flexibility for incorporating these legacy algorithms into working systems. Furthermore, the .NET Framework and development environment provide the best libraries and tools for rapid development of trading systems. The first section of the book explains Visual C++.NET 2005 in detail and focuses on the required programming knowledge for automated trading system development, including object oriented design, delegates and events, enumerations, random number generation, timing and timer objects, and data management with STL.NET and .NET collections. Furthermore, since most legacy code and modeling code in the financial markets is done in ISO C++, this book looks in depth at several advanced topics relating to managed/unmanaged/COM memory management and interoperability. Further, this book provides dozens of examples illustrating the use of database connectivity with ADO.NET and an extensive treatment of SQL and FIX and XML/FIXML. Advanced programming topics such as threading, sockets, as well as using C++.NET to connect to Excel are also discussed at length and supported by examples. The second section of the book explains technological concerns and design concepts for automated trading systems. Specifically, chapters are devoted to handling real-time data feeds, managing orders in the exchange order book, position selection, and risk management. A .dll is included in the book that will emulate connection to a widely used industry API ( Trading Technologies, Inc.’s XTAPI ) and provide ways to test position and order management algorithms. Design patterns are presented for market taking systems based upon technical analysis as well as for market making systems using intermarket spreads. As all of the chapters revolve around computer programming for financial engineering and trading system development, this book will educate traders, financial engineers, quantitative analysts, students of quantitative finance and even experienced programmers on technological issues that revolve around development of financial applications in a Microsoft environment and the construction and implementation of real-time trading systems and tools. * Teaches financial system design and development from the ground up using Microsoft Visual C++.NET 2005. * Provides dozens of examples illustrating the programming approaches in the book * Chapters are supported by screenshots, equations, sample Excel spreadsheets, and programming code

Quantitative Trading

How to Build Your Own Algorithmic Trading Business

Author: Ernie Chan

Publisher: John Wiley & Sons

ISBN: 9780470466261

Category: Business & Economics

Page: 208

View: 2765

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.

Trading and Electronic Markets: What Investment Professionals Need to Know

Author: Larry Harris

Publisher: CFA Institute Research Foundation

ISBN: 1934667927

Category: Business & Economics

Page: 94

View: 6038

The true meaning of investment discipline is to trade only when you rationally expect that you will achieve your desired objective. Accordingly, managers must thoroughly understand why they trade. Because trading is a zero-sum game, good investment discipline also requires that managers understand why their counterparties trade. This book surveys the many reasons why people trade and identifies the implications of the zero-sum game for investment discipline. It also identifies the origins of liquidity and thus of transaction costs, as well as when active investment strategies are profitable. The book then explains how managers must measure and control transaction costs to perform well. Electronic trading systems and electronic trading strategies now dominate trading in exchange markets throughout the world. The book identifies why speed is of such great importance to electronic traders, how they obtain it, and the trading strategies they use to exploit it. Finally, the book analyzes many issues associated with electronic trading that currently concern practitioners and regulators.

Single Stock Futures

Author: Patrick Lafferty

Publisher: McGraw Hill Professional

ISBN: 9780071390897

Category: Business & Economics

Page: 259

View: 9485

This volume explains what single stock futures are, how they work, and how to trade them, providing avid traders with both an introduction and in-depth education on these hot additions to the futures marketplace.

Automated Option Trading

Create, Optimize, and Test Automated Trading Systems

Author: Sergey Izraylevich Ph.D.,Vadim Tsudikman

Publisher: FT Press

ISBN: 0132491907

Category: Business & Economics

Page: 304

View: 8725

The first and only book of its kind, Automated Options Trading describes a comprehensive, step-by-step process for creating automated options trading systems. Using the authors’ techniques, sophisticated traders can create powerful frameworks for the consistent, disciplined realization of well-defined, formalized, and carefully-tested trading strategies based on their specific requirements. Unlike other books on automated trading, this book focuses specifically on the unique requirements of options, reflecting philosophy, logic, quantitative tools, and valuation procedures that are completely different from those used in conventional automated trading algorithms. Every facet of the authors’ approach is optimized for options, including strategy development and optimization; capital allocation; risk management; performance measurement; back-testing and walk-forward analysis; and trade execution. The authors’ system reflects a continuous process of valuation, structuring and long-term management of investment portfolios (not just individual instruments), introducing systematic approaches for handling portfolios containing option combinations related to different underlying assets. With these techniques, it is finally possible to effectively automate options trading at the portfolio level. This book will be an indispensable resource for serious options traders working individually, in hedge funds, or in other institutions.

Technical Analysis of Stocks and Commodities

Author: N.A

Publisher: N.A

ISBN: N.A

Category: Commodity exchanges

Page: N.A

View: 4043

Electronic and Algorithmic Trading Technology

The Complete Guide

Author: Kendall Kim

Publisher: Academic Press

ISBN: 9780080548869

Category: Business & Economics

Page: 224

View: 314

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

The Complete Guide to Day Trading

A Practical Manual from a Professional Day Trading Coach

Author: Markus Heitkoetter

Publisher: Rockwell Trading Inc

ISBN: 1419695630

Category: Business & Economics

Page: 275

View: 6190

Learn the Art of Day Trading With a Practical Hands-On Approach

Official Gazette of the United States Patent and Trademark Office

Trademarks

Author: N.A

Publisher: N.A

ISBN: N.A

Category: Trademarks

Page: N.A

View: 7136

Risk

Author: N.A

Publisher: N.A

ISBN: N.A

Category: Risk management

Page: N.A

View: 2565

Futures & Otc World

Author: N.A

Publisher: N.A

ISBN: N.A

Category: Futures market

Page: N.A

View: 7134

Magier der Märkte

Interviews mit Top-Tradern der Finanzwelt

Author: Jack D. Schwager

Publisher: FinanzBuch Verlag

ISBN: 3862484505

Category: Business & Economics

Page: 513

View: 5618

Jack D. Schwager ist einer der ganz Großen in der internationalen Finanzszene, seine "Magier der Märkte"-Buchreihe gehört weltweit seit Jahren zu den Standardwerken. In Interviews mit den Top-Tradern unserer Zeit zeigt Schwager auf, was diese Menschen so unglaublich erfolgreich macht. Sie alle verwenden zwar unterschiedliche Methoden, aber sie haben nicht nur scheinbar einen Vorteil gegenüber den Mitstreitern. Wie machen sie das? Was ist es, das sie von anderen unterscheidet? Was kann der durchschnittliche Investor daraus lernen? In diesem einmaligen Werk legen sie ihre finanziellen Strategien offen, die sie zu ihrem Erfolg katapultiert haben, aber auch Niederlagen und Verluste werden eingestanden. Ein Muss für jeden Börsianer! Das Wichtigste in Kürze: Ein Klassiker der Investmentliteratur Pflichtlektüre für jeden Anleger Umsetzbare Tipps von Insidern Blicken Sie den Profis über die Schulter

Futures & Options World

Author: N.A

Publisher: N.A

ISBN: N.A

Category: Futures market

Page: N.A

View: 3299

The Handbook of World Stock, Derivative & Commodity Exchanges

Author: N.A

Publisher: N.A

ISBN: N.A

Category: Commodity exchanges

Page: N.A

View: 2184

Futures

Author: N.A

Publisher: N.A

ISBN: N.A

Category: Commodity exchanges

Page: N.A

View: 6806

Flash Boys

Revolte an der Wall Street

Author: Michael Lewis

Publisher: Campus Verlag

ISBN: 3593424029

Category: Business & Economics

Page: 288

View: 5591

Mit diesem Buch erhalten Sie das E-Book inklusive! Ein Buch, das die Börse zum Beben bringt Michael Lewis, begnadeter Sachbuchautor, lüftet mit seinem neuen Buch "das dunkelste Geheimnis der Börse". Wer an Börse denkt, hat oft ein Bild im Kopf: wild gestikulierende Makler, die unter immensem Zeitdruck Dinge kaufen, um sie gleich wieder zu verkaufen. Doch das ist Geschichte. Die Realität an der Börse sieht anders aus - das Parkett hat längst neue Regeln. Michael Lewis, Wirtschaftsjournalist und begnadeter Sachbuchautor, sorgte mit seinem neuen Buch für ein Erdbeben. Der Erzähler unter den Sachbuchautoren enthüllt die Geschichte einer Gruppe genialer Wall-Street-Außenseiter. Sie haben herausgefunden, wie die Börse zum Vorteil von Insidern manipuliert wird, die ohne Risiko Milliarden absahnen und abends ohne eine einzige Aktie nach Hause gehen. Ein Buch über die neuen "Helden" an der Börse Der Entschluss der "Helden": Sie schaffen ein paralleles System, das sich den raffgierigen "Flash Boys" in den Weg stellt. Lewis bringt Licht in die dunkelste Ecke der Börse. Seine filmreife Geschichte über den Kampf um Geschwindigkeit - auf einem Markt, den zwar keiner sieht, der unsere Wirtschaft aber ernsthaft bedroht - bringt die Wall Street zum Beben. Dieses Buch lässt die Börsenwelt erzittern. Einen Tag nach seinem Erscheinen kündigten FBI und amerikanisches Justizministerium an, sie würden Untersuchungen gegen den von Lewis gegeißelten Hochfrequenzhandel an den Börsen einleiten. Lewis ... - "... hat eine neue Ebene der Aufmerksamkeit erreicht". (FAZ) - ... lässt den "The Wolf of Wall Street" wie ein Lamm wirken. - ... ist der derzeit packendste (Reality-)Thriller über die Finanzwelt gelungen. - ... enthüllt, wie Märkte und Privatanleger manipuliert werden. Links: http://www.faz.net/aktuell/feuilleton/buecher/rezensionen/sachbuch/rezension-flash-boys-von-michael-lewis-12899266.html http://www.handelsblatt.com/finanzen/fonds/nachrichten/hochfrequenzhandel-staatsfonds-fluechtet-vor-den-flash-boys/10019622.html http://www.manager-magazin.de/finanzen/boerse/hochfrequenzhandel-lewis-gefahr-jedermannn-flashcrash-a-973311.html

Major Companies of Europe

Author: N.A

Publisher: N.A

ISBN: N.A

Category: Corporations

Page: N.A

View: 4305

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