Professional Automated Trading
Theory and Practice
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Beschreibung
"Professional Automated Trading is a unique insight into the highly secretive world of automated trading. Eugene Durenard is uniquely qualified as its author - he not only has the direct experience of cutting-edge technology and the highly technical expertise to push it to its limits, but he also has a unique gift for communicating highly complex ideas in a manner that even a layman can easily understand. All of the techniques actively used in the field are discussed in detail in this book - even highly experienced automated traders will benefit from Eugene's insights. I don't think there is a more comprehensive guide available than this - is covers all aspects of automated trading, from database construction to management of a quantitative hedge fund. Many of the topics covered here are 'inside secrets' that practitioners rarely reveal."
-Buford Scott, Global Head of Alternative Asset Group, Standard Chartered Bank, London
"Professional Automated Trading: Theory and Practice is a most welcome reference book on the subject of systematic trading. This book by Eugene Durenard covers the theory, practices, and technologies of the field. Systematic trading is undoubtedly a growing part of the financial markets in large institutions as well as in privately run hedge funds, and Eugene's book gives a transparent and solid analysis of a subject that appears mysterious to many people."
-Bernard Saint-Donat, top mathematician, former academic, and active investor running a large family office in New York City
An insider's view of how to develop and operate an automated proprietary trading network
Reflecting author Eugene Durenard's extensive experience in this field, Professional Automated Trading offers valuable insights you won't find anywhere else. It reveals how a series of concepts and techniques coming from current research in artificial life and modern control theory can be applied to the design of effective trading systems that outperform the majority of published trading systems. It also skillfully provides you with essential information on the practical coding and implementation of a scalable systematic trading architecture.
Based on years of practical experience in building successful research and infrastructure processes for purpose of trading at several frequencies, this book is designed to be a comprehensive guide for understanding the theory of design and the practice of implementation of an automated systematic trading process at an institutional scale.
* Discusses several classical strategies and covers the design of efficient simulation engines for back and forward testing
* Provides insights on effectively implementing a series of distributed processes that should form the core of a robust and fault-tolerant automated systematic trading architecture
* Addresses trade execution optimization by studying market-pressure models and minimization of costs via applications of execution algorithms
* Introduces a series of novel concepts from artificial life and modern control theory that enhance robustness of the systematic decision making--focusing on various aspects of adaptation and dynamic optimal model choice
Engaging and informative, Proprietary Automated Trading covers the most important aspects of this endeavor and will put you in a better position to excel at it.
Autor*in
Eugene A. Durenard
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