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.
«INTRODUCTION TO AUTOMATED STRATEGY BUILDING & OPTIMIZATION»
Author: George Protonotarios
Publisher: GEORGE M. PROTONOTARIOS
Category: Business & Economics
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.
Everything you need to know about getting started in trading professionally. Professional trader does not become successful by accident. They are very determined and self discipline. They follow set of rules which help them trade effectively. This guide book contains many guidelines gathered from numerous years of trading experience. One of the most effective ways to become professional in any endeavor is to "monkey see; monkey do" yourself after those who are already successful. These rules and guidelines will not only help you on the right path into trading professionally, but help to keep you on the right attitude and set realistic objective.
Create, Optimize, and Test Automated Trading Systems
Author: Sergey Izraylevich Ph.D.
Publisher: FT Press
Category: Business & Economics
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.
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.
The latest advances in technology development have been particularly useful to actor-network theory as a structure for much of its research. With a socio-technical approach to the understanding of information systems and applications, the actor-network theory aims to bring support for social influence on technological innovations. Social and Professional Applications of Actor-Network Theory for Technology Development presents a platform for the approaches and implementations on the actor-network theory and its relationship with technology development. This book provides researchers and practitioners with a better understanding of the usefulness of the social and technical connection.