Electronic and Algorithmic Trading Technology Book
Score: 2.5
From 2 Ratings

Electronic and Algorithmic Trading Technology

  • Author : Kendall Kim
  • Publisher : Academic Press
  • Release Date : 2010-07-27
  • Genre: Business & Economics
  • Pages : 224
  • ISBN 10 : 0080548865

Electronic and Algorithmic Trading Technology Book Description :

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 cu

Learn Algorithmic Trading Book

Learn Algorithmic Trading

  • Author : Sourav Ghosh
  • Publisher :
  • Release Date : 2019-11-07
  • Genre: Computers
  • Pages : 394
  • ISBN 10 : 178934834X

Learn Algorithmic Trading Book Description :

Understand the fundamentals of algorithmic trading to apply algorithms to real market data and analyze the results of real-world trading strategies Key Features Understand the power of algorithmic trading in financial markets with real-world examples Get up and running with the algorithms used to carry out algorithmic trading Learn to build your own algorithmic trading robots which require no human intervention Book Description It's now harder than ever to get a significant edge over competitors in terms of speed and efficiency when it comes to algorithmic trading. Relying on sophisticated trading signals, predictive models and strategies can make all the difference. This book will guide you through these aspects, giving you insights into how modern electronic trading markets and participants operate. You'll start with an introduction to algorithmic trading, along with setting up the environment required to perform the tasks in the book. You'll explore the key components of an algorithmic trading business and aspects you'll need to take into account before starting an automated trading project. Next, you'll focus on designing, building and operating the components required for developing a practical and profitable algorithmic trading business. Later, you'll learn how quantitative trading signals and strategies are developed, and also implement and analyze sophisticated trading strategies such as volatility strategies, economic release strategies, and statistical arbitrage. Finally, you'll create a trading bot from scratch using the algorithms built in the previous sections. By the end of this book, you'll be well-versed with electronic trading markets and have learned to implement, evaluate and safely operate algorithmic trading strategies in live markets. What you will learn Understand the components of modern algorithmic trading systems and strategies Apply machine learning in algorithmic trading signals and strategies using Python Build, visualize and analyze tra

The Science of Algorithmic Trading and Portfolio Management Book

The Science of Algorithmic Trading and Portfolio Management

  • Author : Robert Kissell
  • Publisher : Academic Press
  • Release Date : 2013-07-01
  • Genre: Business & Economics
  • Pages : 473
  • ISBN 10 : 0124016898

The Science of Algorithmic Trading and Portfolio Management Book Description :

The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems. This valuable book summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques. Portfolio management topics, including quant factors and black box models, are discussed, and an accompanying website includes examples, data sets supplementing exercises in the book, and large projects. Prepares readers to evaluate market impact models and assess performance across algorithms, traders, and brokers. Helps readers design systems to manage algorithmic risk and dark pool uncertainty. Summarizes an algorithmic decision making framework to ensure consistency between investment objectives and trading objectives.

Learn Algorithmic Trading with Python Book

Learn Algorithmic Trading with Python

  • Author : Jamal Sinclair O’Garro
  • Publisher : Apress
  • Release Date : 2019-10-26
  • Genre: Computers
  • Pages : 335
  • ISBN 10 : 1484249348

Learn Algorithmic Trading with Python Book Description :

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

The Handbook of Electronic Trading Book

The Handbook of Electronic Trading

  • Author : Joe Rosen
  • Publisher :
  • Release Date : 2009-06-18
  • Genre: Business & Economics
  • Pages : 589
  • ISBN 10 : 0981464602

The Handbook of Electronic Trading Book Description :

This book provides a comprehensive look at the challenges of keeping up with liquidity needs and technology advancements. It is also a sourcebook for understandable, practical solutions on trading and technology.

Dynamics of Drivers of Organizational Change Book

Dynamics of Drivers of Organizational Change

  • Author : Nicole Zimmermann
  • Publisher : Springer Science & Business Media
  • Release Date : 2011-06-29
  • Genre: Business & Economics
  • Pages : 311
  • ISBN 10 : 3834968110

Dynamics of Drivers of Organizational Change Book Description :

Often, organizations have difficulties in recognizing the need to change. Nicole Zimmermann investigates the barriers to, but also in particular the drivers of organizational change. From the case-specific as well as from a generic study, a structural model results that is able to explain how environmental and cognitive drivers, inertia and managerial attention interact.

Flash Boys  A Wall Street Revolt Book
Score: 4
From 469 Ratings

Flash Boys A Wall Street Revolt

  • Author : Michael Lewis
  • Publisher : W. W. Norton & Company
  • Release Date : 2014-03-31
  • Genre: Business & Economics
  • Pages : 274
  • ISBN 10 : 9780393244663

Flash Boys A Wall Street Revolt Book Description :

Argues that post-crisis Wall Street continues to be controlled by large banks and explains how a small, diverse group of Wall Street men have banded together to reform the financial markets.

Technology and Regulation Book

Technology and Regulation

  • Author : Robert A. Schwartz
  • Publisher : Springer Science & Business Media
  • Release Date : 2009-07-24
  • Genre: Business & Economics
  • Pages : 117
  • ISBN 10 : 1441904808

Technology and Regulation Book Description :

This book is an augmented account of Technology and Regulation: How Are They Driving Our Markets?, a conference hosted by the Zicklin School of Business at Baruch College on May 1, 2007. The text includes the edited transcript of the full conference: four panels and the major presentations of three distinguished industry leaders – Ian Domowitz, Managing Director, ITG, Inc.; Erik Sirri, Director of the Division of Market Regulation, US Securities and Exchange Commission; and John Thain, who was CEO of NYSE Euronext at the time of the conference. The book also includes a related paper by Paul Davis, Mike Pagano, and myself: “Divergent Expectations,” Journal of Portfolio Management, Fall 2007. My co-editors and I have worked diligently to make this book, like all the other popular books in the series, more than an historical record. John Byrne, Antoinette Colaninno and I have edited the manuscript heavily for clarity and unity of ideas.

Architects of Electronic Trading Book

Architects of Electronic Trading

  • Author : Stephanie Hammer
  • Publisher : John Wiley & Sons
  • Release Date : 2013-05-31
  • Genre: Business & Economics
  • Pages : 208
  • ISBN 10 : 9781118488058

Architects of Electronic Trading Book Description :

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

Ace the Trading Systems Developer Interview  C   Edition  Book
Score: 5
From 1 Ratings

Ace the Trading Systems Developer Interview C Edition

  • Author : Dennis Thompson
  • Publisher : Dennis Thompson
  • Release Date : 2020-08-06
  • Genre: Computers
  • Pages : 128
  • ISBN 10 :

Ace the Trading Systems Developer Interview C Edition Book Description :

Top 3 reasons why a software engineer might be interested to work at financial firms in the capital markets area 1) work with top Hedge Funds, Investment Banks, HFT firms, Algorithmic Trading firms, Exchanges, etc. 2) implement smart algorithms and build low-latency, high-performance and mission-critical software with talented engineers 3) earn top compensation This book will help you with interview preparation for landing high-paying software engineering jobs in the financial markets industry – Hedge Funds, Banks, Algo Trading firms, HFT firms, Exchanges, etc. This book contains 120+ questions with solutions/answers fully explained. Covers all topics in breadth and depth. Questions that are comparable difficulty level to those asked at top financial firms. Resources are provided to help you fill your gaps. Who this book is for: 1)This book is written to help software developers who want to get into the financial markets/trading industry as trading systems developers operating in algorithmic trading, high-frequency trading, market-making, electronic trading, brokerages, exchanges, hedge funds, investment banks, and proprietary trading firms. You can work across firms involved in various asset classes such as equities, derivatives, FX, bonds, commodities, and cryptocurrencies, among others. 2)This book serves the best for programmers who already know C++ or who are willing to learn C++. Due to the level of performance expected from these systems, most trading systems are developed in C++. 3) This book can help you improve upon the skills necessary to get into prestigious, high paying tech jobs at financial firms. Resources are provided. Practice questions and answers help you to understand the level and type of questions expected in the interview. What does this book contain: 1)Overview of the financial markets trading industry – types of firms, types of jobs, work environment and culture, compensation, methods to get job interviews, etc. 2)For every chapter, a g

Algorithmic and High Frequency Trading Book

Algorithmic and High Frequency Trading

  • Author : Álvaro Cartea
  • Publisher : Cambridge University Press
  • Release Date : 2015-08-06
  • Genre: Business & Economics
  • Pages : 356
  • ISBN 10 : 9781107091146

Algorithmic and High Frequency Trading Book Description :

A straightforward guide to the mathematics of algorithmic trading that reflects cutting-edge research.

Trading and Electronic Markets  What Investment Professionals Need to Know Book

Trading and Electronic Markets What Investment Professionals Need to Know

  • Author : Larry Harris
  • Publisher : CFA Institute Research Foundation
  • Release Date : 2015-10-19
  • Genre: Business & Economics
  • Pages : 94
  • ISBN 10 : 9781934667927

Trading and Electronic Markets What Investment Professionals Need to Know Book Description :

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.

Algorithmic Trading Book

Algorithmic Trading

  • Author : IntroBooks Team
  • Publisher : IntroBooks
  • Release Date :
  • Genre: Business & Economics
  • Pages :
  • ISBN 10 :

Algorithmic Trading Book Description :

Algorithmic trading is an exchange mechanism where computers make choices about what to buy and sell in the money markets. The purpose of algorithmic trading would be to either make money by buying lower and selling higher or to minimize transaction costs by effectively buying or selling large volumes of financial commodities. Depending on those guidelines, the computer determines when and how much to buy and sell. And these norms are designed by manual efforts. Algorithmic Trading typically involves understanding of the financial marketing domain, programming, and knowledge related to data sciences. Algorithmic trading can be broken down into two segments: *The revelation of market inefficiencies: People are looking in the markets for something unfair that they can leverage. To illustrate, if two exchanges value a similar financial product differently, there may be a variance. *People devise a plan to exploit the business incompetence they have detected. It entails determining the ideal moment to buy and sell, the exact quantity to buy and sell, and how to end the trading operations.

The Oxford Handbook of Computational Economics and Finance Book

The Oxford Handbook of Computational Economics and Finance

  • Author : Shu-Heng Chen
  • Publisher : Oxford University Press
  • Release Date : 2018-01-12
  • Genre: Business & Economics
  • Pages : 784
  • ISBN 10 : 9780190877507

The Oxford Handbook of Computational Economics and Finance Book Description :

The Oxford Handbook of Computational Economics and Finance provides a survey of both the foundations of and recent advances in the frontiers of analysis and action. It is both historically and interdisciplinarily rich and also tightly connected to the rise of digital society. It begins with the conventional view of computational economics, including recent algorithmic development in computing rational expectations, volatility, and general equilibrium. It then moves from traditional computing in economics and finance to recent developments in natural computing, including applications of nature-inspired intelligence, genetic programming, swarm intelligence, and fuzzy logic. Also examined are recent developments of network and agent-based computing in economics. How these approaches are applied is examined in chapters on such subjects as trading robots and automated markets. The last part deals with the epistemology of simulation in its trinity form with the integration of simulation, computation, and dynamics. Distinctive is the focus on natural computationalism and the examination of the implications of intelligent machines for the future of computational economics and finance. Not merely individual robots, but whole integrated systems are extending their "immigration" to the world of Homo sapiens, or symbiogenesis.

High Frequency Trading Book

High Frequency Trading

  • Author : Irene Aldridge
  • Publisher : John Wiley & Sons
  • Release Date : 2013-04-01
  • Genre: Business & Economics
  • Pages : 320
  • ISBN 10 : 9781118416822

High Frequency Trading Book Description :

A fully revised second edition of the best guide to high-frequency trading High-frequency trading is a difficult, but profitable, endeavor that can generate stable profits in various market conditions. But solid footing in both the theory and practice of this discipline are essential to success. Whether you're an institutional investor seeking a better understanding of high-frequency operations or an individual investor looking for a new way to trade, this book has what you need to make the most of your time in today's dynamic markets. Building on the success of the original edition, the Second Edition of High-Frequency Trading incorporates the latest research and questions that have come to light since the publication of the first edition. It skillfully covers everything from new portfolio management techniques for high-frequency trading and the latest technological developments enabling HFT to updated risk management strategies and how to safeguard information and order flow in both dark and light markets. Includes numerous quantitative trading strategies and tools for building a high-frequency trading system Address the most essential aspects of high-frequency trading, from formulation of ideas to performance evaluation The book also includes a companion Website where selected sample trading strategies can be downloaded and tested Written by respected industry expert Irene Aldridge While interest in high-frequency trading continues to grow, little has been published to help investors understand and implement this approach—until now. This book has everything you need to gain a firm grip on how high-frequency trading works and what it takes to apply it to your everyday trading endeavors.