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Record Nr. |
UNINA9910784654103321 |
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Autore |
Kim Kendall |
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Titolo |
Electronic and algorithmic trading technology [[electronic resource] ] : the complete guide / / Kendall Kim |
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Pubbl/distr/stampa |
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Amsterdam ; ; Boston, : Academic Press, an imprint of Elsevier, c2007 |
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ISBN |
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1-281-11902-4 |
9786611119027 |
0-08-054886-5 |
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Descrizione fisica |
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1 online resource (224 p.) |
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Collana |
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Complete technology guides for financial services series |
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Disciplina |
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Soggetti |
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Stocks - Prices - Mathematical models |
Program trading (Securities) |
Stock exchanges |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Front Cover; Electronic and Algorithmic Trading Technology; Copyright Page; Contents; About the Author; Series Preface; Introduction; Chapter 1: Overview of Electronic and Algorithmic Trading; 1.1. Overview; 1.2. The Emergence of Electronic Trading Networks; 1.3. The Participants; 1.4. The Impact of Decimalization; 1.5. The Different Faces of Electronic Trading; 1.6. Program Trading and the Stock Market Crash of 1987; 1.7. Conclusion; Chapter 2: Automating Trade and Order Flow; 2.1. Introduction; 2.2. Internal Controls; 2.3. Trade Cycle; 2.4. Straight-Through Processing and Trade Automation |
2.5. Data Management2.6. Order Management Systems; 2.7. Order Routing; 2.8. Liquidity Shift; 2.9. Conclusion; Chapter 3: The Growth of Program and Algorithmic Trading; 3.1. Introduction; 3.2. A Sample Program Trade; 3.3. The Downside of Program Trading; 3.4. Market Growth and IT Spending; 3.5. Conclusion; Chapter 4: Alternative Execution Venues; 4.1. Introduction; 4.2. Structure of Exchanges; 4.3. Rule 390; 4.4. Exchanges Scramble to Consolidate; 4.5. Arguments Against Exchanges; 4.6. The Exchanges in the News; 4.7. Conclusion; Chapter 5: Algorithmic Strategies; 5.1. Introduction |
5.2. Algorithmic Penetration5.3. Implementation Shortfall |
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