Welcome to Scribd, the world's digital library. Read, publish, and share books and documents. See more
Download
Standard view
Full view
of .
Look up keyword or section
Like this
3Activity

Table Of Contents

2.3 Buy Side
2.4 Companies
2.5 Sell Side
3.1 Market Making and Betting
3.2 Probability
3.3 Retention of Coursework
3.4 Mental Math
3.5 Pattern Finding
3.6 Math and Logic
4.1 Reuter’s Carrier Pigeons
4.2 Traffic Analysis
4.3 Dispersion
4.4 StarMine
4.5 First Day of the Month
4.6 Stock Market Wizards
4.7 Weighted Midpoint
4.8 Toolbox
4.9 Machine Learning
4.10 Checklist
5.1 Data
5.2 Simulators
5.3 Pitfalls
5.4 Optimization
5.5 Extra: Michael Dubno
6.1 Single Strategy Allocation
6.2 Multiple Strategies
6.3 Porfolio Allocation Summary
6.4 Extra: Empirical Kelly Code
6.5 Extra: Kelly ≈ Markowitz
7.1 Liquidity Impact
7.2 Slicing Up Orders
7.3 Alpha Loss
7.4 Execution Shortfall
7.5 Capacity
7.6 Practical Transaction Costs
7.7 Extra: Measuring Impact
8.1 Design Patterns
8.2 Common Specialized Patterns
8.3 APIs
8.4 Programming Language
8.5 OS and Hardware Platform
9 Fix-it Game
10 Pit Trading Game
11 Recommended Media
0 of .
Results for:
No results containing your search query
P. 1
Max Dama on Automated Trading

Max Dama on Automated Trading

Ratings: (0)|Views: 161|Likes:
Published by tmshu1

More info:

Published by: tmshu1 on Feb 18, 2012
Copyright:Attribution Non-commercial

Availability:

Read on Scribd mobile: iPhone, iPad and Android.
download as PDF, TXT or read online from Scribd
See more
See less

03/02/2013

pdf

text

original

You're Reading a Free Preview
Pages 6 to 57 are not shown in this preview.

You're Reading a Free Preview

Download
scribd
/*********** DO NOT ALTER ANYTHING BELOW THIS LINE ! ************/ var s_code=s.t();if(s_code)document.write(s_code)//-->