Index

Page numbers followed by n indicate topics located in endnotes.

A

AAPL (Apple Computer), 39, 46, 63, 102

AIG, 24

Alcoa Aluminum, 24

algorithmic trading systems

entering/exiting trades, randomness and, 67-73

market efficiency and, 26-31, 36-42

price distortions and, 31-33

public investors versus, example of, 42, 45

Amazon.com (AMZN), 154

American Airlines, 74

annual volatility, lack of relationship with minute-by-minute volatility, 139

annualization factor, 91, 94

Apple Computer (AAPL), 39, 46, 63, 102

automated trading systems. See algorithmic trading systems

AutoZone (AZO), 95, 139

B–C

backspreads, 117-126

Bank of America, 23

Baxter International Healthcare (BAX), 98

bear markets, short positions in, 2-3

Bear Stearns, 23

bid-ask spreads ...

Get Day Trading Options now with O’Reilly online learning.

O’Reilly members experience live online training, plus books, videos, and digital content from 200+ publishers.