March 2013
Beginner
336 pages
10h 11m
English
book
Inside the Black Box: A Simple Guide to Quantitative and High Frequency Trading, 2nd Edition
by Rishi K. Narang
Content preview from Inside the Black Box: A Simple Guide to Quantitative and High Frequency Trading, 2nd Edition
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Index
Accuracy of information
Active Portfolio Management (Grinold and Kahn)
Adverse selection
Adverse selection bias
Aggressive orders
Aite Group
Aleynikov, Sergey
Algorithmic execution
Algorithmic trading
Algorithms, order execution
aggressive vs. passive
hidden orders
high-speed trading (see also High-speed trading)
Intermarket sweep orders (ISOs)
large vs. small orders
market and limit orders
smart order routing
All-or-none order
Alpha
defined
fast alpha
portfolio
time decay of
Alpha-driven weighting
Alpha models
bet structure
blending of
characteristics of
conditioning variables
data-driven
definition in
forecast target
investment universe
permutations of
risk management elements
run frequency
strategy implementation
theory-driven
time horizon
types of
American Recovery Act
Arbitrage:
in high-frequency trading
index arbitrage
latency arbitrage
merger arbitrage
statistical arbitrage
venue arbitrage
Arms race to zero
Assessment of quants. See Evaluation of quants and strategies
Asset class, and investment universe
ATM effect
Average rate of return
AXA Rosenberg
Axcom
Backwardation
Bad prints
Ball, Ray
Bamberger, Gerry
Bank of America
Barclay Hedge
Bayesian statistics
Bear Stearns bailout
Beller, Mark
Berlekamp, Elwyn
Beta
Bet structure:
characteristics of
importance of
Big data
Black box:
origination of term
schematics of
trading system characteristics
Black Box, The (film)
Black-Litterman optimization
Bollerslev, Tim
Bond market
Book-to-price ratio
Book yield
Breakout trading ...
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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.
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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.