May 2013
Intermediate to advanced
224 pages
5h 55m
English
Content preview from Algorithmic Trading: Winning Strategies and Their Rationale
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INDEX
Accenture
ADF (augmented Dickey-Fuller) test
Alexander Filter
Alternative Uptick Rule
APIs (application programming interfaces)
for automatic execution
for news-driven trading
Arbitrage
between ETF and component stocks
future and ETF, extracting roll returns through
Asset classes supported by special-purpose platforms
Augmented Dickey-Fuller (ADF) test
Automated execution platform
backtesting with
choosing
FXone
high-frequency trading and
news-driven trading and
programming skill and choice of
Averaging-in
Back-adjustment methods
Backtesting
currency arbitrage strategies
danger of data errors to
deciding not to use
dividend adjustments and
futures and
high-frequency strategies
IDEs for
importance of
intermarket spread strategies
intraday spread strategies
leading risk indicators
linear mean-reverting strategies
live trading experience diverging from
post-earnings announcement drift strategies
predictive power of
software platform for
stationarity tests compared to
statistical significance of
tick-based strategies
See also Pitfalls of backtesting; Software platform for backtesting
Backwardation
Bamberger, Gerry
Base currency
Beckert, Walter
Bias
data-snooping
look-ahead
survivorship
Black swan events and momentum strategies
Bloomberg Event-Driven Trading
Bollinger bands
Breakout strategies
Brokerage order confirmation latency
Buy-on-gap model
CADF (cointegrated augmented Dickey-Fuller) test
Calendar spreads, trading
mean reversion trading
roll returns, backwardation, and ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.