computational finance
- Introduction to Nerds on Wall Street
Introduction to “Nerds on Wall Street“
I hope people think of this book as sort of a Hitchhiker’s Guide to Wired Markets. There are no robots parking cars for six million years, but there are robots trading millions of shares in six milliseconds, so maybe that’s close enough.
In 2006, I got a call from another nerd [...]
- Contents of “Nerds on Wall Street”
Foreword by Ted Aronson
Part 1 – Wired Markets
Chapter 1: An Illustrated History of Wired Markets
Chapter 2: Greatest Hits of Computation in Finance
Chapter 3: Algorithm Wars
Part 2 – Alpha as Life
Chapter 4: Where Does Alpha Come From?
Chapter 5: A Gentle Introduction to Computerized Investing
Chapter 6: Stupid Data Miner Tricks
Part 3 – Artificial Intelligence and Intelligence Amplification
Chapter [...]
- Overview of “Nerds on Wall Street”
Technology has transformed global markets, but this is nothing new. Markets have been shaped by machinery for hundreds of years, and this continues at a rapid pace today.
Author David Leinweber—a computer scientist who accidentally stumbled upon Wall Street and became an innovator in the application of modern information technology in trading and investing—is a well-qualified [...]
