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
Apple Computer (AAPL), 39, 46, 63, 102
automated trading systems. See algorithmic trading systems
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 ...
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