Algorithmic trading theory and practice - A practical guide with applications on the Vietnamese stock market PDF Download

Author: Algotrade
Publisher: DIMI BOOK
ISBN: 6047775292
Category : Antiques & Collectibles
Languages : en
Pages : 268

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Book Description
You have profitable trading strategies in place and tested in the market for years but too time-consuming to execute. Do you like to completely automate this process to spend your time on more important work? Do you have new trading ideas but are unable to assess their performance in the long term? Do you find potential strategies in testing but end up losing in real trading? Knowing the limitations of AmiBroker, MetaTrader, or TradingView, do you want to develop your own trading system with the capability to deploy a diverse range of trading strategies, including but not limited to technical analysis? Do you want to approach a high-frequency trading system but face too many technical barriers? Are you a fundamental analyst investor looking for technology to optimize the trade execution process in Vietnam? Algorithmic trading theory and practice, a practical guide with applications on the Vietnamese stock market, is a book for you. It covers the entire process of building an algorithmic trading system and a roadmap to turn ideas into real investment strategies, testing, optimizing, and automating the entire execution process.

Author: Stewart Gray
Publisher: Independently Published
ISBN: 9781091263970
Category : Business & Economics
Languages : en
Pages : 152

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Book Description
Algorithmic Trading is a term known by many names - automated trading system, Black box trading, algo-trading, and quantitative trading . It is a system of trading that makes use of computers pre-programmed with specific trading instructions, also known as algorithm, for these computers to carry out in response to the stock market.Trade processes, such as buying and selling bonds, futures, and stocks, are therefore carried out by these computers, allowing the traders utilizing them to buy and sell shares in huge amounts and in speeds that is supposedly impossible for humans. The algorithms that these computers run on are based from historical output out of a encoded strategy once simulated on a set of historical data .A trader would normally call a broker or participate in the stock exchange pit in order buy and sell financial instruments - for example, Trader A follows a principle of buying 100 shares of a stock of certain companies whenever he notices that within 40-60 days such companies rose higher than their average past trends of let us say, 150 to 200 days.To engage in algorithmic trading, however, requires more than grabbing from an IT firm a software for one to engage in algorithmic trading - one cannot simply jump into a plane to Somewhere without even knowing where that Somewhere is.It is for this reason this book is written - to make sure that anybody who picks this book, including beginners in the field of algo-trading and those who know near to zero and are still grasping terminologies, fully understand what they are in for.This book, however, goes beyond this standard flow - each chapter ends with a summary, and at the same time readers will get to read snippets of fact and certain case studies. These glimpses to various aspects and practical applications of algorithmic trading will hopefully aid them to fully grasp the entirety of the phenomenon that is algorithmic trading.

Author: Usiere Uko
Publisher: Independently Published
ISBN:
Category : Business & Economics
Languages : en
Pages : 0

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Book Description
A Practical Introduction to Automated Market Trading for Non-Programmers Unlock the power of algorithmic trading without needing extensive programming skills! Whether you're a novice investor or a seasoned trader, this book offers a comprehensive yet accessible guide to understanding and implementing automated trading strategies. Discover the fundamentals of algorithmic trading, explore practical applications, and learn how to select and utilize algorithmic trading platforms effectively. From machine learning applications to regulatory considerations, this book equips you with the knowledge to navigate modern financial markets with confidence. Ideal for non-programmers eager to enhance their trading strategies, Algorithmic Trading 101 provides actionable insights and a curated list of resources for further learning. Start your journey into automated market trading today!

Author: Perry J. Kaufman
Publisher: John Wiley & Sons
ISBN: 1119224748
Category : Business & Economics
Languages : en
Pages : 196

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Book Description
Turn insight into profit with guru guidance toward successful algorithmic trading A Guide to Creating a Successful Algorithmic Trading Strategy provides the latest strategies from an industry guru to show you how to build your own system from the ground up. If you're looking to develop a successful career in algorithmic trading, this book has you covered from idea to execution as you learn to develop a trader's insight and turn it into profitable strategy. You'll discover your trading personality and use it as a jumping-off point to create the ideal algo system that works the way you work, so you can achieve your goals faster. Coverage includes learning to recognize opportunities and identify a sound premise, and detailed discussion on seasonal patterns, interest rate-based trends, volatility, weekly and monthly patterns, the 3-day cycle, and much more—with an emphasis on trading as the best teacher. By actually making trades, you concentrate your attention on the market, absorb the effects on your money, and quickly resolve problems that impact profits. Algorithmic trading began as a "ridiculous" concept in the 1970s, then became an "unfair advantage" as it evolved into the lynchpin of a successful trading strategy. This book gives you the background you need to effectively reap the benefits of this important trading method. Navigate confusing markets Find the right trades and make them Build a successful algo trading system Turn insights into profitable strategies Algorithmic trading strategies are everywhere, but they're not all equally valuable. It's far too easy to fall for something that worked brilliantly in the past, but with little hope of working in the future. A Guide to Creating a Successful Algorithmic Trading Strategy shows you how to choose the best, leave the rest, and make more money from your trades.

Author: SQ2 SYSTEMS AB
Publisher: SQ2 SYSTEMS AB
ISBN:
Category : Business & Economics
Languages : en
Pages : 41

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Book Description
Description: If you’ve ever been intrigued by the concept of algorithmic trading but felt overwhelmed by the complexity, “Algorithmic Trading: An Introductory Guide” is your ideal starting point. This book serves as your friendly introduction to the world of automated financial trading. Designed for individuals who are curious about algorithmic trading but don’t have an extensive background in the subject, this book demystifies the basics. It provides a clear and accessible entry point for those interested in understanding how algorithms can make trading decisions. Discover the fundamental principles of algorithmic trading and why it’s become a game-changer in financial markets. Explore how algorithms execute trades with incredible speed and remain free from the influence of human emotions. This introductory guide offers an overview that will satisfy your curiosity without overwhelming you with technical details. “Algorithmic Trading: An Introductory Guide” introduces various types of algorithmic trading strategies, shedding light on the strategies employed by professional traders. From market-making and arbitrage to trend-following and quantitative approaches, this book provides a broad understanding without diving deep into intricacies. Gain insights into the advantages and risks associated with algorithmic trading. Learn how it enhances efficiency and offers robust risk management while also understanding the potential challenges and pitfalls. While the book touches on data analysis, technical and fundamental analysis, and sentiment analysis, it does so in a manner that is easily digestible for beginners. You’ll get a sense of the analytical tools used in algorithmic trading without getting lost in the details. “Algorithmic Trading: An Introductory Guide” is the perfect starting point for those who have contemplated exploring this exciting field. It offers a taste of the world of algorithmic trading, providing you with the confidence to embark on your journey into this transformative realm of finance.

Author: Jeffrey Bacidore
Publisher:
ISBN: 9780578862620
Category :
Languages : en
Pages :

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Book Description
The book provides detailed coverage of?Single order algorithms, such as Volume-Weighted Average Price (VWAP), Time-Weighted-Average Price (TWAP), Percent of Volume (POV), and variants of the Implementation Shortfall algorithm. ?Multi-order algorithms, such as Pairs Trading and Portfolio Trading algorithms.?Smart routers, including "smart market", "smart limit", and dark aggregators.?Trading performance measurement, including trading benchmarks, "algo wheels", trading cost models, and other measurement issues.

Author: Corey Alexander
Publisher: Independently Published
ISBN:
Category : Business & Economics
Languages : en
Pages : 0

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Book Description
Unlock the secrets of algorithmic trading with our comprehensive guidebook designed for traders of all levels - from novices to seasoned experts. Whether you're just starting or looking to refine your strategies, this book provides invaluable insights and techniques to enhance your trading prowess. Dive into the world of algorithmic trading and discover how to leverage cutting-edge strategies to optimize your investments. With clear explanations and practical examples, you'll learn how algorithms can analyze market trends, execute trades, and maximize profits with precision and efficiency. Explore a wide range of topics, including: Fundamentals of algorithmic trading Building and optimizing trading algorithms Implementing risk management strategies Utilizing technical analysis and indicators Backtesting and optimizing trading strategies Understanding market dynamics and trends Advanced algorithmic trading techniques Whether you're a beginner seeking to grasp the basics or an experienced trader looking to fine-tune your strategies, this book equips you with the knowledge and tools needed to succeed in today's dynamic markets. Take your trading skills to the next level and achieve consistent profitability with our comprehensive guide to algorithmic trading. Bullet Points: EXPLORE profitable algorithmic trading strategies. MASTER building and optimizing trading algorithms. IMPLEMENT effective risk management techniques. UTILIZE advanced technical analysis tools. BACKTEST strategies for optimal performance. UNDERSTAND market dynamics and trends. ENHANCE your trading skills with expert insights.

Author: Collane LV
Publisher:
ISBN: 9781803342573
Category : Business & Economics
Languages : en
Pages : 124

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Book Description
For decades, stock trading was locked behind the door of wealth and exclusivity. When that door opened with the introduction of online trading platforms and discount brokers, a flood of new investors and traders entered the market exchange. In many ways, the introduction of discount brokers and online trading platforms was a breath of fresh air. It opened up the market and boosted our global economy. It also gave everyone with a bit of cash and an internet connection the opportunity to grow their wealth. However, when you're just starting out in trading and investment, the world of financial investments can be quite overwhelming, especially if you're starting without much guidance, which is the case with discount brokers. After all, as a newbie, how do you know what to invest in, how to invest, and when to invest? Well, when embarking on any new venture, the first thing most of us tend to do is jump into some research. In the time before Google, research often meant pouring over large texts and getting yourself dusty in the library. We're glad to say that those days are long gone. With increasingly sophisticated technological advancements, trading no longer needs to be a daunting task. These days, there are paper trading accounts and online webinars, all of which are aimed at helping beginners land on their feet. When you've traversed the financial markets for a bit, you'll be exposed to a plethora of trading techniques, methods, and strategies that you can use when interacting with financial markets. These methods and strategies come in all shapes and sizes and are suited toward every level of expertise there is. If you're a bit more tech-savvy and are looking to jump into trading and investment, algorithmic trading might be the perfect way to navigate the financial market. If you're reading this book, chances are pretty high that you've heard about algorithmic trading and are interested in exploring it as a possible avenue of trade and investment. But, as with all things concerning finance, you know that you should be doing your research before jumping in. That's where we come in. This book is aimed at discussing the basics of algorithmic trading and helping you use algo trading as a means of managing your investment portfolio. We're here to answer questions like whether algo trading is better than manual trading and if algo trading even works. In short, this book is a crash course on algorithmic trading and covers things like the basics of algo trading, its uses, risks and benefits, and how to get started

Author: Stock Market Guru
Publisher:
ISBN: 9781519404909
Category :
Languages : en
Pages : 98

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Book Description
Interest in algorithmic trading is growing massively - it's cheaper, faster and better to control than standard trading, it enables you to 'pre-think' the market, executing complex math in real time and take the required decisions based on the strategy defined. Introduction to Algorithm Trading helps you learn basics and some common terms used in Algorithm trading. Learn trading in simple and easy way.This Book Includes:Chapter 1: Basics of Algorithmic Trading Algorithmic Trading Strategies Trend Following Strategies: Arbitrage Opportunities: Index Fund Rebalancing: Mathematical Model Based Strategies: Trading Range (Mean Reversion):Volume-Weighted Average Price (VWAP): Time Weighted Average Price (TWAP): Percentage of Volume (POV): Implementation Shortfall: Beyond the Usual Trading Algorithms: Technical Requirements for Algorithmic Trading The Basics of Algorithmic TradingSystemsThe algorithms used in Algotrading are based around two questions Chapter 2: Important terms and definitions you need to know in Algorithmic Trading A.Basic Concepts 1. Candles 2. Ticks 3. Indicators 4. Pairs 5. Orders B.Instruments Used C. Related terms: (a) Gold Hedge Fund (b) Indicator (c) Investment Tools (d) Technical Analysis Chapter 3: The Pros and Cons of Algorithmic Trading Advantages of Automated Trading Systems (Algorithm Trading) Disadvantages and Realities of Automated Trading Systems Automated trading systems boast many advantages, but there are some downfalls of and realties to which traders should be aware. The pros and cons of automated trading The emergence of automated tradingThe pros of automated trading: The cons of automated trading Half-automated trading. 4 Major Benefits to Algorithmic Trading 1. Save Time 2. Decreases the Emotional Impact of Trading 3. Hone their Edge 4. Keep Up with Other Traders Reason for Choosing Algorithms Why hadAlgorithmic Trading? Advantages The Past Repeats Itself Time and Talent Apples to Apples Disadvantages Above Average Expenses Special Knowledge Chapter 4: Strategies in Algorithmic Trading AUTO HEDGING STATISTICAL ANALYSIS ALGORITHMIC EXECUTION HIGH-FREQUENCY TRADING What are Algorithmic Trading Strategies? The second criteria are that we must use the history of price movements to create the algorithm. HOW TO IDENTIFY ALGORITHMIC TRADING STRATEGIES Identifying Your Personal Preferences for Trading Sourcing Algorithmic Trading Ideas Evaluating Trading Strategies Obtaining Historical Data Algorithmic Trading Strategy: Overview Why is such a simple strategy so effective? Detailed trade sample: GEL All great position trades All Short position trades Summary of all trades 88Average, count, and standard deviation from mean Sample portfolio model Chapter 5: Recommended sites and methods to master Algorithm Trading How can one learn algorithmic trading from scratch? Self-Study School Employment Executive Programme in Algorithmic Trading (EPAT) Useful Quant Trading Blogs Disclaimer And Legal Notices :

Author: Hayden Van Der Post
Publisher: Independently Published
ISBN:
Category : Computers
Languages : en
Pages : 0

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Book Description
Reactive Publishing Step into the world of high-frequency trading and financial engineering with Mastering Black-Scholes: Algorithmic Options Trading with Rust - From Theory to Practice. This definitive guide bridges the gap between theoretical finance and practical implementation, providing you with the tools to harness the power of the Black-Scholes model using Rust, a cutting-edge programming language known for its performance and safety. Key Features: Comprehensive Theory: Gain a deep understanding of the Black-Scholes model, including its mathematical foundations and its pivotal role in options pricing. Rust Programming: Learn why Rust is the ideal language for financial algorithms and how to leverage its features for efficient, low-latency trading systems. Algorithmic Trading: Explore step-by-step instructions to develop, test, and deploy Black-Scholes based trading algorithms in Rust. Practical Examples: Dive into real-world applications with detailed examples that illustrate how to apply theory to practice. Performance Optimization: Discover techniques to optimize your trading algorithms for maximum performance and minimal risk. Risk Management: Understand the principles of managing financial risk and how to integrate these strategies into your trading algorithms. Who Should Read This Book? Financial Analysts and Quants looking to deepen their understanding of options pricing models. Rust Developers interested in applying their skills to the finance domain. Algorithmic Traders seeking to enhance their strategies with robust, efficient code. Academics and Students of Finance, Mathematics, and Computer Science aiming to bridge theoretical concepts with practical applications. With Mastering Black-Scholes: Algorithmic Options Trading with Rust - From Theory to Practice, you'll not only grasp the intricacies of the Black-Scholes model but also acquire the skills to implement and optimize your own trading algorithms. Transform your theoretical knowledge into actionable trading strategies and stay ahead in the competitive world of algorithmic trading.