High Performance Trading

Author: Steve Ward
Publisher: Harriman House Limited
ISBN: 1906659907
Category : Business & Economics
Languages : en
Pages : 310

Book Description
High Performance Trading provides proven practical techniques and strategies to help traders of all abilities, experience levels and styles to enhance their trading performance and psychology. Based on practical coaching and training interventions, personal experiences, the latest research and feedback, and advice from leading traders, trading coaches and trading psychologists, this book offers something for everyone who wants to become a better trader. - Discover how to avoid the common pitfalls of trading and how to take the practical steps that can set you up for trading success. - Strengthen your trading discipline as you discover the art of flawless execution. - Develop and hone your mental edge through learning to think like a successful trader. - Programme yourself for trading success with powerful mental conditioning techniques. - Develop unshakeable focus and concentration and learn how to get into the trading zone. - Understand how to achieve and sustain a core of trading confidence. - Learn how to utilise simple techniques to manage your emotional states. - Build resilience to cope with trading stresses, and pressures and manage losses, setbacks and errors. - Move towards greater consistency and success in your trading performance.

High-Frequency Trading

Author: Irene Aldridge
Publisher: John Wiley and Sons
ISBN: 0470579773
Category : Business & Economics
Languages : en
Pages : 258

Book Description
A hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading Financial markets are undergoing rapid innovation due to the continuing proliferation of computer power and algorithms. These developments have created a new investment discipline called high-frequency trading. This book covers all aspects of high-frequency trading, from the business case and formulation of ideas through the development of trading systems to application of capital and subsequent performance evaluation. It also includes numerous quantitative trading strategies, with market microstructure, event arbitrage, and deviations arbitrage discussed in great detail. Contains the tools and techniques needed for building a high-frequency trading system Details the post-trade analysis process, including key performance benchmarks and trade quality evaluation Written by well-known industry professional Irene Aldridge Interest in high-frequency trading has exploded over the past year. This book has what you need to gain a better understanding of how it works and what it takes to apply this approach to your trading endeavors.

Bulletproof Trader

Author: Steve Ward
Publisher: Harriman House Limited
ISBN: 0857196685
Category : Business & Economics
Languages : en
Pages : 217

Book Description
Trading can be intensely rewarding. But it is also one of the most mentally and emotionally challenging activities anyone can pursue. As in other high-performance domains, those who are serious about mastering their craft and staying in the game spend serious time working on their game, including training their mind and body. Steve Ward has spent the last 15 years working as a performance coach with financial traders and investors at some of the biggest and most successful investment banks, hedge funds, asset managers, commodities trading houses and proprietary trading groups across the globe, helping them to perform at their best, to navigate the highs and lows of trading and investing in the markets, and to sustain high performance for the long run. As one hedge fund client put it to him, “It’s about becoming bulletproof”. Becoming a bulletproof trader is forged over time through experience, and by applying the latest insights from biological and psychological sciences, the best that practical philosophy can teach us, and a healthy dose of pragmatism – doing what actually works in the real world of trading the markets. This book brings together all of Steve’s latest insights into how to deal with stresses and setbacks and sustain high performance in a comprehensive, accessible and unmissable book, so that you too can become a bulletproof trader. Don’t trade without it.

High Performance Options Trading

Author: Leonard Yates
Publisher: John Wiley & Sons
ISBN: 0471464902
Category : Business & Economics
Languages : en
Pages : 238

Book Description
The essential resource for the successful option trader High Performance Options Trading offers a fresh perspective on trading options from a seasoned options trader programmer/engineer, Leonard Yates. Drawing on twenty-five years of experience as an options trader and software programmer, Yates has written this straightforward guide. First he provides readers with a solid foundation to trading options, including an introduction to basic options terminology, a thorough explanation on how options are traded, and specific trading strategies. Accompanied by the OptionVue Educational website, this hands-on guide to the options market is a thorough and essential resource for any trader looking to increase his or her practical knowledge of options.

Enhancing Trader Performance

Author: Brett N. Steenbarger
Publisher: John Wiley & Sons
ISBN: 1118428641
Category : Business & Economics
Languages : en
Pages : 309

Book Description
Through his own trading experiences and those of individuals he has mentored, Dr. Brett Steenbarger is familiar with the challenges that traders face and the performance and psychological strategies that can meet those challenges. In Enhancing Trader Performance, Steenbarger shows you how to transform talent into trading skill through a structured process of expertise development and reveals how this approach can help you achieve market mastery.

Trading at the Speed of Light

Author: Donald MacKenzie
Publisher: Princeton University Press
ISBN: 0691217785
Category : Business & Economics
Languages : en
Pages : 304

Book Description
A remarkable look at how the growth, technology, and politics of high-frequency trading have altered global financial markets In today’s financial markets, trading floors on which brokers buy and sell shares face-to-face have increasingly been replaced by lightning-fast electronic systems that use algorithms to execute astounding volumes of transactions. Trading at the Speed of Light tells the story of this epic transformation. Donald MacKenzie shows how in the 1990s, in what were then the disreputable margins of the US financial system, a new approach to trading—automated high-frequency trading or HFT—began and then spread throughout the world. HFT has brought new efficiency to global trading, but has also created an unrelenting race for speed, leading to a systematic, subterranean battle among HFT algorithms. In HFT, time is measured in nanoseconds (billionths of a second), and in a nanosecond the fastest possible signal—light in a vacuum—can travel only thirty centimeters, or roughly a foot. That makes HFT exquisitely sensitive to the length and transmission capacity of the cables connecting computer servers to the exchanges’ systems and to the location of the microwave towers that carry signals between computer datacenters. Drawing from more than 300 interviews with high-frequency traders, the people who supply them with technological and communication capabilities, exchange staff, regulators, and many others, MacKenzie reveals the extraordinary efforts expended to speed up every aspect of trading. He looks at how in some markets big banks have fought off the challenge from HFT firms, and how exchanges sometimes engineer technical systems to favor certain types of algorithms over others. Focusing on the material, political, and economic characteristics of high-frequency trading, Trading at the Speed of Light offers a unique glimpse into its influence on global finance and where it could lead us in the future.

Peak Performance Trading and Investing

Author: Bruce Bower
Publisher:
ISBN: 9781511797214
Category :
Languages : en
Pages : 338

Book Description
"Peak Performance Trading & Investing" is a clear road map for both traders and investors seeking success in any market and on any time frame. Key Benefits 1. You'll learn the nuts and bolts at the heart of any successful methodology, whether you are an intraday trader or a long-term investor 2. A new understanding of risk that will help you to design a workable trading system, no matter what your objectives are. 3. The three-step process for a trader or investor-how to move seamlessly from a plan to execution and constant improvement 4. How to prepare yourself so that you know the right decision to make and how to execute it flawlessly, every time 5. How to identify errors in your plan or your execution and how to fix them 6. The advanced psychological tools, used by peak performers from all walks of life, to help you feel calm, confident and in the zone About the Author Bruce Bower has been interested in the markets since he was a kid. Right out of college, he landed his dream job at a bank as a trader...only to suffer big losses in his first year. Despondent, he resolved never to lose again. He plunged into deep research and discovered the field of "Elite Performance" a decade ago. He quickly recognized its applicability to the professional world of investing and trading. This book takes you on Bruce's journey as he learns the nuts and bolts of elite performance, encompassing topics as varied as probability, process and psychology. After testing out many different ideas, he formulated this new approach, which enabled him to become a very successful fund manager. Now you too can profit from Bruce's research and see how it applies to your own trading and investing, regardless of your style, approach or experience. "Peak Performance Trading & Investing" is a synthesis of his ideas on the topic and is an invaluable read for anyone serious about tackling the financial markets and turning into an elite performer.

C++ High Performance for Financial Systems

Author: Ariel Silahian
Publisher: Packt Publishing Ltd
ISBN: 1805120972
Category : Computers
Languages : en
Pages : 317

Book Description
An in-depth guide covering system architecture, low-latency strategies, risk management, and machine learning for experienced programmers looking to enter the financial industry and build high-performance trading systems Key Features Get started with building financial trading systems Focus on scalability, architecture, and implementing low-latency network communication in C++ Optimize code and use parallel computing techniques for better performance Purchase of the print or Kindle book includes a free PDF eBook Book DescriptionUnlock the secrets of the finance industry and dive into the world of high-performance trading systems with C++ High Performance for Financial Systems. Trading systems are the backbone of the financial world, and understanding how to build them for optimal performance is crucial for success. If you've ever dreamt of creating scalable and cutting-edge financial software, this guide is your key to success. A cornerstone of this book is its coverage of system design and architecture. The book starts by outlining the role of C++ in finance and trading. You'll learn the principles and methodologies behind building systems that can handle vast amounts of data, execute complex trading strategies with ease, and maintain the highest levels of reliability. Armed with this knowledge, you'll be equipped to tackle even the most challenging trading scenarios. In the fast-paced world of finance, every millisecond counts. This book delves into low-latency strategies that will enable your trading systems to react with lightning speed. You’ll also learn the art of reducing latency, optimizing code, and leveraging the latest hardware and software techniques to gain a competitive edge in the market. By the end of this book, you’ll be well-versed in architecting a financial trading system as well as advanced strategies and new industry trends.What you will learn Design architecture for scalable financial trading systems Understand strategies for low-latency trading and high-frequency trading Discover how to implement machine learning algorithms for financial data analysis Understand risk management techniques for financial trading systems Explore advanced topics in finance and trading, including machine learning for algorithmic trading and portfolio optimization Get up to speed with best practices for developing financial trading systems with C++ Who this book is for This book is for experienced C++ developers who want to enter the finance industry and learn how trading systems work. It is also suitable for quantitative analysts, financial engineers, and anyone interested in building scalable and robust trading systems. The book assumes familiarity with the C++ programming language, data structures, and algorithms. Additionally, readers should have a basic understanding of finance and trading concepts, such as market data, trading strategies, and risk management.

High-Performance Algorithmic Trading Using AI

Author: Melick R. Baranasooriya
Publisher: BPB Publications
ISBN: 9365895871
Category : Computers
Languages : en
Pages : 450

Book Description
DESCRIPTION "High-Performance Algorithmic Trading using AI" is a comprehensive guide designed to empower both beginners and experienced professionals in the finance industry. This book equips you with the knowledge and tools to build sophisticated, high-performance trading systems. It starts with basics like data preprocessing, feature engineering, and ML. Then, it moves to advanced topics, such as strategy development, backtesting, platform integration using Python for financial modeling, and the implementation of AI models on trading platforms. Each chapter is crafted to equip readers with actionable skills, ranging from extracting insights from vast datasets to developing and optimizing trading algorithms using Python's extensive libraries. It includes real-world case studies and advanced techniques like deep learning and reinforcement learning. The book wraps up with future trends, challenges, and opportunities in algorithmic trading. Become a proficient algorithmic trader capable of designing, developing, and deploying profitable trading systems. It not only provides theoretical knowledge but also emphasizes hands-on practice and real-world applications, ensuring you can confidently navigate and leverage AI in your trading strategies. KEY FEATURES ● Master AI and ML techniques to enhance algorithmic trading strategies. ● Hands-on Python tutorials for developing and optimizing trading algorithms. ● Real-world case studies showcasing AI applications in diverse trading scenarios. WHAT YOU WILL LEARN ● Develop AI-powered trading algorithms for enhanced decision-making and profitability. ● Utilize Python tools and libraries for financial modeling and analysis. ● Extract actionable insights from large datasets for informed trading decisions. ● Implement and optimize AI models within popular trading platforms. ● Apply risk management strategies to safeguard and optimize investments. ● Understand emerging technologies like quantum computing and blockchain in finance. WHO THIS BOOK IS FOR This book is for financial professionals, analysts, traders, and tech enthusiasts with a basic understanding of finance and programming. TABLE OF CONTENTS 1. Introduction to Algorithmic Trading and AI 2. AI and Machine Learning Basics for Trading 3. Essential Elements in AI Trading Algorithms 4. Data Processing and Analysis 5. Simulating and Testing Trading Strategies 6. Implementing AI Models with Trading Platforms 7. Getting Prepared for Python Development 8. Leveraging Python for Trading Algorithm Development 9. Real-world Examples and Case Studies 10. Using LLMs for Algorithmic Trading 11. Future Trends, Challenges, and Opportunities

High Frequency Trading. Economic Necessity or Threat to the Economy?

Author: Stefan Höppel
Publisher: GRIN Verlag
ISBN: 3656579695
Category : Business & Economics
Languages : en
Pages : 44

Book Description
Bachelor Thesis from the year 2013 in the subject Economics - Finance, grade: 1,00, Universities of Applied Sciences Wien (FH-Wien University of Applied Sciences), course: Financial Management, language: English, abstract: In the last four decades, technological progress led to an electrification of stock trading systems. Traders were enabled to place their orders, which were later processed via electronic networks, with the help of computers. Soon they realized that the profitability of trading strategies could be increased by employing computer algorithms to trade autonomously, reducing time needed to analyze information, publish quotes as well as trigger and process trades. This led to the implementation of Algorithmic Trading (AT). High Frequency Trading (HFT) is a subset of AT, at which financial instruments are traded by algorithms at very high speed. The past has shown that negative developments on capital markets are intensified by HFT. Andrei Kirilenko explains in his work “The Flash Crash: The Impact of High Frequency Trading on an Electronic Market” that HFT did not trigger the Flash Crash but intensified the volatility that resulted from the event. Also on the 19th of October 1987, “Black Monday”, the increasing computerization of stock trading processes led to a significant price drop. As a consequence, the high and still growing market share of HFT leads to an increase in risk that a simple correction turns into a serious drop in prices causing market instability. Theoretically HFT should increase efficiency in financial markets. However, due to the empirical observation mentioned above, it seems that HFT takes effect the other way round. It seems that, at least under certain circumstances, HFT enlarges volatility. This cannot be explained by the economic neoclassical theory. This problem is discussed in a lot of literature in which several different approaches have been made to explain it. The aim of this paper is to discuss why HFT cannot be fully explained by the neoclassical theory of economics. Therefore, the controversial positions in literature will be presented and discussed. Primarily, its negative influence on volatility seems to contravene the modern finance. Furthermore, in the course of this work it will be illustrated that, by employing strict regulation of financial markets, this negative impact cannot be reduced to a sufficient extent in order for HFT to be characterized as market optimizing, according to the neoclassical theory of economics.