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: 3158

An insider's view of how to develop and operate an automated proprietary trading network Reflecting author Eugene Durenard's extensive experience in this field, Professional Automated Trading offers valuable insights you won't find anywhere else. It reveals how a series of concepts and techniques coming from current research in artificial life and modern control theory can be applied to the design of effective trading systems that outperform the majority of published trading systems. It also skillfully provides you with essential information on the practical coding and implementation of a scalable systematic trading architecture. Based on years of practical experience in building successful research and infrastructure processes for purpose of trading at several frequencies, this book is designed to be a comprehensive guide for understanding the theory of design and the practice of implementation of an automated systematic trading process at an institutional scale. Discusses several classical strategies and covers the design of efficient simulation engines for back and forward testing Provides insights on effectively implementing a series of distributed processes that should form the core of a robust and fault-tolerant automated systematic trading architecture Addresses trade execution optimization by studying market-pressure models and minimization of costs via applications of execution algorithms Introduces a series of novel concepts from artificial life and modern control theory that enhance robustness of the systematic decision making—focusing on various aspects of adaptation and dynamic optimal model choice Engaging and informative, Proprietary Automated Trading covers the most important aspects of this endeavor and will put you in a better position to excel at it.

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: 4070

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

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: 1150

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.

Electronic and Algorithmic Trading Technology

The Complete Guide

Author: Kendall Kim

Publisher: Academic Press

ISBN: 9780080548869

Category: Business & Economics

Page: 224

View: 1734

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

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: 7642

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.

Algorithmic Trading

Winning Strategies and Their Rationale

Author: Ernie Chan

Publisher: John Wiley & Sons

ISBN: 1118460146

Category: Business & Economics

Page: 207

View: 5827

Markets are now almost always electronic, and as a result of decimalization, algorithmic trading is booming. Algorithmic trading (or "algo trading" as it is referred) is the use of computer programs (such as Excel or MatLab) for entering and executing trading orders with the computer algorithm deciding on certain aspects of the order, such as the timing, price, or even the final quantity of the order. Algorithmic trading may be used in any investment strategy, including market-making, inter-market spreading, arbitrage, or pure speculation (including trend following). The investment decision and implementation may be augmented at any stage with algorithmic support or may operate completely automatically. Algorithmic Trading provides an understanding of the core concepts in quantitative trading, an understanding of the process of using mathematics and statistics to analyze the profitability of a trading model, a “hands on” experience of how backtesting is done, and an understanding of pair trading in stocks, ETFs, futures and currencies. Chan shows investors how to use Excel and MatLab to build their own algo trading tools, as well as FX1, an FX trading platform growing in popularity.He also shows investors how to conduct quantitative research and analysis, and turn quantitative trading strategies into profits using stocks, ETFs, futures, and other financial instruments.

Quantitative Trading

How to Build Your Own Algorithmic Trading Business

Author: Ernest P. Chan

Publisher: N.A

ISBN: 9781119203377

Category: Investment analysis

Page: 181

View: 4946

"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"--Resource description page.

Principles of Biomedical Informatics

Author: Ira J. Kalet, PhD

Publisher: Academic Press

ISBN: 0123914620

Category: Computers

Page: 708

View: 2698

This second edition of a pioneering technical work in biomedical informatics provides a very readable treatment of the deep computational ideas at the foundation of the field. Principles of Biomedical Informatics, 2nd Edition is radically reorganized to make it especially useable as a textbook for courses that move beyond the standard introductory material. It includes exercises at the end of each chapter, ideas for student projects, and a number of new topics, such as: • tree structured data, interval trees, and time-oriented medical data and their use • On Line Application Processing (OLAP), an old database idea that is only recently coming of age and finding surprising importance in biomedical informatics • a discussion of nursing knowledge and an example of encoding nursing advice in a rule-based system • X-ray physics and algorithms for cross-sectional medical image reconstruction, recognizing that this area was one of the most central to the origin of biomedical computing • an introduction to Markov processes, and • an outline of the elements of a hospital IT security program, focusing on fundamental ideas rather than specifics of system vulnerabilities or specific technologies. It is simultaneously a unified description of the core research concept areas of biomedical data and knowledge representation, biomedical information access, biomedical decision-making, and information and technology use in biomedical contexts, and a pre-eminent teaching reference for the growing number of healthcare and computing professionals embracing computation in health-related fields. As in the first edition, it includes many worked example programs in Common LISP, the most powerful and accessible modern language for advanced biomedical concept representation and manipulation. The text also includes humor, history, and anecdotal material to balance the mathematically and computationally intensive development in many of the topic areas. The emphasis, as in the first edition, is on ideas and methods that are likely to be of lasting value, not just the popular topics of the day. Ira Kalet is Professor Emeritus of Radiation Oncology, and of Biomedical Informatics and Medical Education, at the University of Washington. Until retiring in 2011 he was also an Adjunct Professor in Computer Science and Engineering, and Biological Structure. From 2005 to 2010 he served as IT Security Director for the University of Washington School of Medicine and its major teaching hospitals. He has been a member of the American Medical Informatics Association since 1990, and an elected Fellow of the American College of Medical Informatics since 2011. His research interests include simulation systems for design of radiation treatment for cancer, software development methodology, and artificial intelligence applications to medicine, particularly expert systems, ontologies and modeling. Develops principles and methods for representing biomedical data, using information in context and in decision making, and accessing information to assist the medical community in using data to its full potential Provides a series of principles for expressing biomedical data and ideas in a computable form to integrate biological, clinical, and public health applications Includes a discussion of user interfaces, interactive graphics, and knowledge resources and reference material on programming languages to provide medical informatics programmers with the technical tools to develop systems

Professional Stock Trading

System Design and Automation

Author: Mark R. Conway,Aaron N. Behle

Publisher: Acme Trader Llc

ISBN: 9780971853645

Category: Business & Economics

Page: 313

View: 9589

The trading techniques of professional stock traders are presented along with full source code. Advanced concepts such as pair trading, float trading, and geometric trading are developed into real trading systems with specific entry and exit points. The elements of money management, risk management, and position management are synthesized into a professional trading platform. Over 120 charts are presented with real-life trading examples and case studies. All of the trading patterns have been encoded into chart indicators along with pattern recognition functions.

Architects of Electronic Trading

Technology Leaders Who Are Shaping Today's Financial Markets

Author: Stephanie Hammer

Publisher: John Wiley & Sons

ISBN: 1118488059

Category: Business & Economics

Page: 208

View: 1775

Insights that can help you improve your technology edge Featuring contributions from technology visionaries at leading alternative investors, hedge funds, trading firms, exchanges, and vendors, this book covers current trends in trading technology. The book features interviews with the leaders responsible for the technology that is shaping today's electronic financial markets. You'll hear the views of CIOs, CTOs, and other technology leaders on emerging technologies, innovation in the financial sector, and how technology is enhancing markets in ways other than just speed. Their perspectives on harnessing technology to enhance computing power, reduce time to market, bolster risk management, and much more offer valuable lessons for readers. Includes a wealth of practical insights on how to improve your technology edge Features interviews with leading technology professionals in the financial industry across an array of asset classes and markets Serves as a topical guide to the latest developments, enhancements and applications of technology to tackle trading and risk management challenges Includes insights from top technology professionals on evaluating and adopting technology solutions Looks at the effects of technology on finance professionals and their businesses as well as the global finance industry generally

Building Algorithmic Trading Systems

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

Author: Kevin Davey

Publisher: John Wiley & Sons

ISBN: 111877888X

Category: Business & Economics

Page: 288

View: 9376

Develop your own trading system with practical guidance and expert advice In Building Algorithmic Trading Systems: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Training, award-winning trader Kevin Davey shares his secrets for developing trading systems that generate triple-digit returns. With both explanation and demonstration, Davey guides you step-by-step through the entire process of generating and validating an idea, setting entry and exit points, testing systems, and implementing them in live trading. You'll find concrete rules for increasing or decreasing allocation to a system, and rules for when to abandon one. The companion website includes Davey's own Monte Carlo simulator and other tools that will enable you to automate and test your own trading ideas. A purely discretionary approach to trading generally breaks down over the long haul. With market data and statistics easily available, traders are increasingly opting to employ an automated or algorithmic trading system—enough that algorithmic trades now account for the bulk of stock trading volume. Building Algorithmic Trading Systems teaches you how to develop your own systems with an eye toward market fluctuations and the impermanence of even the most effective algorithm. Learn the systems that generated triple-digit returns in the World Cup Trading Championship Develop an algorithmic approach for any trading idea using off-the-shelf software or popular platforms Test your new system using historical and current market data Mine market data for statistical tendencies that may form the basis of a new system Market patterns change, and so do system results. Past performance isn't a guarantee of future success, so the key is to continually develop new systems and adjust established systems in response to evolving statistical tendencies. For individual traders looking for the next leap forward, Building Algorithmic Trading Systems provides expert guidance and practical advice.

Automated Trading with R

Quantitative Research and Platform Development

Author: Chris Conlan

Publisher: Apress

ISBN: 1484221788

Category: Computers

Page: 205

View: 6096

Learn to trade algorithmically with your existing brokerage, from data management, to strategy optimization, to order execution, using free and publicly available data. Connect to your brokerage’s API, and the source code is plug-and-play. Automated Trading with R explains automated trading, starting with its mathematics and moving to its computation and execution. You will gain a unique insight into the mechanics and computational considerations taken in building a back-tester, strategy optimizer, and fully functional trading platform. The platform built in this book can serve as a complete replacement for commercially available platforms used by retail traders and small funds. Software components are strictly decoupled and easily scalable, providing opportunity to substitute any data source, trading algorithm, or brokerage. This book will: Provide a flexible alternative to common strategy automation frameworks, like Tradestation, Metatrader, and CQG, to small funds and retail traders Offer an understanding of the internal mechanisms of an automated trading system Standardize discussion and notation of real-world strategy optimization problems What You Will Learn Understand machine-learning criteria for statistical validity in the context of time-series Optimize strategies, generate real-time trading decisions, and minimize computation time while programming an automated strategy in R and using its package library Best simulate strategy performance in its specific use case to derive accurate performance estimates Understand critical real-world variables pertaining to portfolio management and performance assessment, including latency, drawdowns, varying trade size, portfolio growth, and penalization of unused capital Who This Book Is For Traders/practitioners at the retail or small fund level with at least an undergraduate background in finance or computer science; graduate level finance or data science students

A Guide to Creating A Successful Algorithmic Trading Strategy

Author: Perry J. Kaufman

Publisher: John Wiley & Sons

ISBN: 1119224764

Category: Business & Economics

Page: 192

View: 6830

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.

An Introduction to Algorithmic Trading

Basic to Advanced Strategies

Author: Edward Leshik,Jane Cralle

Publisher: John Wiley & Sons

ISBN: 1119975093

Category: Business & Economics

Page: 272

View: 5231

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. It provides background information leading to more advanced work by outlining the current trading algorithms, the basics of their design, what they are, how they work, how they are used, their strengths, their weaknesses, where we are now and where we are going. The book then goes on to demonstrate a selection of detailed algorithms including their implementation in the markets. Using actual algorithms that have been used in live trading readers have access to real time trading functionality and can use the never before seen algorithms to trade their own accounts. The markets are complex adaptive systems exhibiting unpredictable behaviour. As the markets evolve algorithmic designers need to be constantly aware of any changes that may impact their work, so for the more adventurous reader there is also a section on how to design trading algorithms. All examples and algorithms are demonstrated in Excel on the accompanying CD ROM, including actual algorithmic examples which have been used in live trading.

Principles of Automated Negotiation

Author: Shaheen Fatima,Sarit Kraus,Michael Wooldridge

Publisher: Cambridge University Press

ISBN: 1316060586

Category: Computers

Page: N.A

View: 8657

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 Trading Bots Using Java

Author: Shekhar Varshney

Publisher: Apress

ISBN: 1484225201

Category: Computers

Page: 281

View: 7862

Build an automated currency trading bot from scratch with java. In this book, you will learn about the nitty-gritty of automated trading and have a closer look at Java, the Spring Framework, event-driven programming, and other open source APIs, notably Google's Guava API. And of course, development will all be test-driven with unit testing coverage. The central theme of Building Trading Bots Using Java is to create a framework that can facilitate automated trading on most of the brokerage platforms, with minimum changes. At the end of the journey, you will have a working trading bot, with a sample implementation using the OANDA REST API, which is free to use. What You'll Learn Find out about trading bots Discover the details of tradeable instruments and apply bots to them Track and use market data events Place orders and trades Work with trade/order and account events Who This Book Is For Experienced programmers new to bots and other algorithmic trading and finance techniques.

High-Frequency Trading

A Practical Guide to Algorithmic Strategies and Trading Systems

Author: Irene Aldridge

Publisher: John Wiley and Sons

ISBN: 9780470579770

Category: Business & Economics

Page: 368

View: 408

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.

Practical Common Lisp

Author: Peter Seibel

Publisher: Apress

ISBN: 1430200170

Category: Computers

Page: 501

View: 1194

* Treats LISP as a language for commercial applications, not a language for academic AI concerns. This could be considered to be a secondary text for the Lisp course that most schools teach . This would appeal to students who sat through a LISP course in college without quite getting it – so a "nostalgia" approach, as in "wow-lisp can be practical..." * Discusses the Lisp programming model and environment. Contains an introduction to the language and gives a thorough overview of all of Common Lisp’s main features. * Designed for experienced programmers no matter what languages they may be coming from and written for a modern audience—programmers who are familiar with languages like Java, Python, and Perl. * Includes several examples of working code that actually does something useful like Web programming and database access.

Day Trading Options

Profiting from Price Distortions in Very Brief Time Frames

Author: Jeff Augen

Publisher: FT Press

ISBN: 0137029039

Category: Business & Economics

Page: 173

View: 517

How you can earn remarkable profits right now by trading in very brief time frames! • •Forget 'buy and hold.' Look what it's done to the investors who believed in it! •Enter the market at very specific times, and structure trades that capitalize on proven pricing anomalies and distortions. •Master day trading strategies that work in any market conditions, because they don't rely on financial predictions, company results, or market direction. Stock prices have lost all relationship to the underlying performance of the companies they represent: investors who relied on traditional 'buy and hold' strategies have been savaged by the greatest destruction of wealth in the history of the world. But some options traders are earning immense profits right now, even in this generation's worst market and they'll keep profiting no matter how the market moves. How? They trade at very specific times and structure trades to capitalize on well-characterized pricing anomalies and distortions. By doing so, they can generate more profit in one day than most experienced investors realize in a month, sometimes even a year. What's more, they systematically minimize exposure to market risk, including potentially disastrous after-hour market moves. In Day Trading Options, top options trader Jeff Augen shows exactly how you can use these strategies, too. You'll learn why day trading options is more practical than ever, and understand trends in the options market that have leveled the playing field between large institutions and private traders. Augen reveals how to choose candidates for day trading; use new technical indicators that work; spot mispriced options; exploit rapid changes in implied volatility, and much more. Above all, you'll learn how to structure positions that close profitably before the end of trading, so end the day wealthier and more secure than you were in the morning. Jeff Augen, currently a private investor and writer, has spent over a decade building a unique intellectual property portfolio of algorithms and software for technical analysis of derivatives prices. His work includes over 1 million lines of computer code reflecting powerful new strategies for trading options. As founding executive of IBM's Life Sciences Computing business, he defined a growth strategy resulting in $1.2B of new revenue, and managed $200M in venture investments. His books include Trading Options at Expiration, The Optionsand The Volatility Edge in Options Trading . Trader Workbook

Algorithmic Trading Systems

Advanced Gap Strategies for the Futures Markets

Author: David Bean

Publisher: CreateSpace

ISBN: 9781517414986

Category:

Page: 222

View: 2011

Discover an advanced trading strategy for the futures markets. Trade multiple futures markets such as the E-mini S&P, Crude Oil, Euro Currency, and DAX. Advanced techniques include multiple exit strategies and trend filtering. We discuss coding logic and include the open code for NinjaTrader's C# and Tradestation's EasyLanguage with over 40 instructional videos on our companion website at: http: //algorithmictradingsystemscode.com We challenge the Lies of Wall Street that favor your broker more than you with our Trading System Principles. "You can't go broke taking profits" (indeed you can!) and "Don't let a winning trade turn into a losing trade" (not always true) are two biased trading "pearls" that can hurt your trading account if they aren't applied correctly.

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