Can you recommend books and sources for my diploma about ATS on stock markets? - Stocks and ETFs Trading | futures io social day trading
futures io futures trading


Can you recommend books and sources for my diploma about ATS on stock markets?
Updated: Views / Replies:771 / 9
Created: by maxkamensky Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors – all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you don’t need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

Can you recommend books and sources for my diploma about ATS on stock markets?

  #1 (permalink)
Trading Apprentice
Saint-Petersburg/Russian Federation
 
Futures Experience: None
Platform: metatrader
Favorite Futures: stocks
 
Posts: 6 since Apr 2013
Thanks: 0 given, 0 received

Can you recommend books and sources for my diploma about ATS on stock markets?

Good afternoon. I am currently working on my university diploma work about automated trading systems on stock market. There's a great amount of books and i really need help to choose where the good info is provided. I have Pardo, barry johnson book, achelis (technical analysis), vince - mathematics of money management. Are these ok? Or maybe you can recommend something about strategies, indicators, theory, trading systems building info. Thank you!

Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Elite Member
Manchester, NH
 
Futures Experience: Beginner
Platform: thinkorswim
Broker/Data: TD Ameritrade
Favorite Futures: Stocks
 
Posts: 902 since Jul 2012
Thanks: 603 given, 1,785 received



maxkamensky View Post
Good afternoon. I am currently working on my university diploma work about automated trading systems on stock market. There's a great amount of books and i really need help to choose where the good info is provided. I have Pardo, barry johnson book, achelis (technical analysis), vince - mathematics of money management. Are these ok? Or maybe you can recommend something about strategies, indicators, theory, trading systems building info. Thank you!

Could you give a better description of what your thesis will be, and your math/programming background? Those books aren't useful.

Reply With Quote
 
  #4 (permalink)
Trading Apprentice
Saint-Petersburg/Russian Federation
 
Futures Experience: None
Platform: metatrader
Favorite Futures: stocks
 
Posts: 6 since Apr 2013
Thanks: 0 given, 0 received


artemiso View Post
Could you give a better description of what your thesis will be, and your math/programming background? Those books aren't useful.

thank you for reply. I am more in economics and finance, than in programming and this work has 3 parts:

1) history of ATS, popular indicators, start/stop rules, taxes
2) comparing strategies, ATS building methods
3) in a math/theoretical way me and my supervisor (teacher who helps me, don't know how to call him in english ) are going to talk about efficiency, build in theoretical way our own one. I am not talking about any extraordinary thing)

i have studied finance mostly, sure have some knowledge about probability theory, but i really am more in accounting and finance...

Reply With Quote
 
  #5 (permalink)
Elite Member
Manchester, NH
 
Futures Experience: Beginner
Platform: thinkorswim
Broker/Data: TD Ameritrade
Favorite Futures: Stocks
 
Posts: 902 since Jul 2012
Thanks: 603 given, 1,785 received


maxkamensky View Post
thank you for reply. I am more in economics and finance, than in programming and this work has 3 parts:

1) history of ATS, popular indicators, start/stop rules, taxes
2) comparing strategies, ATS building methods
3) in a math/theoretical way me and my supervisor (teacher who helps me, don't know how to call him in english ) are going to talk about efficiency, build in theoretical way our own one. I am not talking about any extraordinary thing)

i have studied finance mostly, sure have some knowledge about probability theory, but i really am more in accounting and finance...

(1) Just thinking off my head, some of the earliest implementations of automated trading strategies in their modern incarnation were from TradeLink, Ketchum, Optiver, Susquehanna, First New York. There are a few major "origins": Robert Rubin's group at GS, the quant strats group at MS (subsequent David Shaw's group at DE), and Meriwether's group at SB. Maybe you could look into one of these areas. As for start or stop rules and taxes, there's plenty of economic discussion, I'd leave that to you.

(2, 3) This is rather vague as methodologies vary a lot. I'll message you later today (about 8h from now?), I promise. It's getting rather late.

Reply With Quote
The following user says Thank You to artemiso for this post:
 
  #6 (permalink)
Trading Apprentice
Saint-Petersburg/Russian Federation
 
Futures Experience: None
Platform: metatrader
Favorite Futures: stocks
 
Posts: 6 since Apr 2013
Thanks: 0 given, 0 received


artemiso View Post
(1) Just thinking off my head, some of the earliest implementations of automated trading strategies in their modern incarnation were from TradeLink, Ketchum, Optiver, Susquehanna, First New York. There are a few major "origins": Robert Rubin's group at GS, the quant strats group at MS (subsequent David Shaw's group at DE), and Meriwether's group at SB. Maybe you could look into one of these areas. As for start or stop rules and taxes, there's plenty of economic discussion, I'd leave that to you.

(2, 3) This is rather vague as methodologies vary a lot. I'll message you later today (about 8h from now?), I promise. It's getting rather late.


it would be great! Thanks a lot for your help. In Russia it's just 2:30 p.m., and i have to go studying, so it's even better that you will reply in 8 hours) it would be evening and i will have time for my diploma)

Reply With Quote
 
  #7 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,651 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary

@maxkamensky: There are a few books available on the evolution of systematic trading (David Lucas, Charles LeBeau, Thomas Stridsman, Ernie Chan, Urban Jaeckle, Emilio Tomasini), but although those books describe fully rule based systems they do not focus on automation.

There is a little inexpensive book on how to develop a trading system by Urban Jaeckle and Emilio Tomasini. It is one of the best that I have seen. You can preview a few pages on Google Books.

Trading Systems: A New Approach to System Development and Portfolio Optimisation - Emilio Tomasini, Urban Jaekle - Google Books

You probably know the Automated Trader Magazine (Digital Versions ~ eBooks ~ Digital Editions | Automated Trader Magazine, I am not a subscriber).

Reply With Quote
The following 3 users say Thank You to Fat Tails for this post:
 
  #8 (permalink)
Elite Member
Manchester, NH
 
Futures Experience: Beginner
Platform: thinkorswim
Broker/Data: TD Ameritrade
Favorite Futures: Stocks
 
Posts: 902 since Jul 2012
Thanks: 603 given, 1,785 received

@maxkamensky

I sent you some information, and I can go in further detail. The program I described sounds like it has some heavy terminology, but it's simple enough that you can probably find Excel implementations. I would take things one small step at a time, and I can elaborate on the next step once you've familiarized yourself with it. Stay in touch if you like.


Last edited by artemiso; April 11th, 2013 at 05:02 PM.
Reply With Quote
 
  #9 (permalink)
Trading Apprentice
Saint-Petersburg/Russian Federation
 
Futures Experience: None
Platform: metatrader
Favorite Futures: stocks
 
Posts: 6 since Apr 2013
Thanks: 0 given, 0 received


Fat Tails View Post
@maxkamensky: There are a few books available on the evolution of systematic trading (David Lucas, Charles LeBeau, Thomas Stridsman, Ernie Chan, Urban Jaeckle, Emilio Tomasini), but although those books describe fully rule based systems they do not focus on automation.

There is a little inexpensive book on how to develop a trading system by Urban Jaeckle and Emilio Tomasini. It is one of the best that I have seen. You can preview a few pages on Google Books.

Systems: A New Approach to System Development and Portfolio Optimisation - Emilio Tomasini, Urban Jaekle - Google Books

You probably know the Automated Trader Magazine (Digital Versions ~ eBooks ~ Digital Editions | Automated Trader Magazine, I am not a subscriber).

Sorry, could not answer for a while. Thanks a lot! I'll try these.

Reply With Quote
 
  #10 (permalink)
Trading Apprentice
Saint-Petersburg/Russian Federation
 
Futures Experience: None
Platform: metatrader
Favorite Futures: stocks
 
Posts: 6 since Apr 2013
Thanks: 0 given, 0 received



artemiso View Post
@maxkamensky

I sent you some information, and I can go in further detail. The program I described sounds like it has some heavy terminology, but it's simple enough that you can probably find Excel implementations. I would take things one small step at a time, and I can elaborate on the next step once you've familiarized yourself with it. Stay in touch if you like.

Thank you for such a useful information. I'll surely start with these things... on saturday i meet my supervisor, than if you have some time your help will be really useful. Surely I understand this is my work, so i'll won't disturb you. Thank you for helping me!

Reply With Quote

Reply



futures io > > > > Can you recommend books and sources for my diploma about ATS on stock markets?

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Recommend a few good sports psychology books kalalex Psychology and Money Management 24 February 11th, 2017 09:46 PM
US Earnings Season Already Stinging Stock Markets Quick Summary News and Current Events 0 October 11th, 2012 12:10 AM
Is an Ivy League Diploma Still Worth the Price of Admission? Quick Summary News and Current Events 0 March 2nd, 2011 07:30 PM
Asian Economies Hot Again — And So Are Stock Markets Quick Summary News and Current Events 0 August 17th, 2010 04:50 PM
Can anyone recommend any good books on the topics of market profile and auction theor ntsst3 Traders Hideout 3 May 28th, 2010 11:06 AM


All times are GMT -4. The time now is 05:51 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-12 in 0.12 seconds with 37 queries on phoenix via your IP 54.167.44.32