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	<title>Nerds on Wall Street &#187; algorithmic trading strategies</title>
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		<title>Part 1 &#8211; Wired Markets</title>
		<link>http://nerdsonwallstreet.com/wired-financial-markets-509/</link>
		<comments>http://nerdsonwallstreet.com/wired-financial-markets-509/#comments</comments>
		<pubDate>Sun, 24 May 2009 20:45:21 +0000</pubDate>
		<dc:creator>David Leinweber</dc:creator>
				<category><![CDATA[computational finance]]></category>
		<category><![CDATA[algorithmic trading strategies]]></category>
		<category><![CDATA[electronic markets]]></category>
		<category><![CDATA[finance engineering]]></category>
		<category><![CDATA[finance technology]]></category>
		<category><![CDATA[financial markets]]></category>
		<category><![CDATA[money management]]></category>
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		<category><![CDATA[quant]]></category>
		<category><![CDATA[quant finance]]></category>
		<category><![CDATA[quantative investing]]></category>
		<category><![CDATA[quantitative analysis]]></category>
		<category><![CDATA[quantitative analyst]]></category>
		<category><![CDATA[quantitative finance]]></category>
		<category><![CDATA[quantitative investing]]></category>
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		<category><![CDATA[quantitative investment management]]></category>
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		<category><![CDATA[quantitative strategy]]></category>
		<category><![CDATA[quants]]></category>
		<category><![CDATA[wall street]]></category>
		<category><![CDATA[wall street analytics]]></category>
		<category><![CDATA[wall street history]]></category>
		<category><![CDATA[wall street investment]]></category>
		<category><![CDATA[wall street market]]></category>
		<category><![CDATA[wall street quantitative finance]]></category>
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		<category><![CDATA[wall street technology]]></category>
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		<guid isPermaLink="false">http://nerdsonwallstreet.com/?p=509</guid>
		<description><![CDATA[ Financial Markets &#8211; Electronic Markets
Not too long ago, going to a stock market meant you would meet lots of new people who were energetically shouting, running around, and making a mess with great quantities of paper. No more. Visiting a financial market now is more like visiting a telephone exchange. Computers and network gear [...]]]></description>
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		<title>Forward by Ted Aronson</title>
		<link>http://nerdsonwallstreet.com/forward-by-ted-aronson-497/</link>
		<comments>http://nerdsonwallstreet.com/forward-by-ted-aronson-497/#comments</comments>
		<pubDate>Sun, 24 May 2009 20:25:20 +0000</pubDate>
		<dc:creator>David Leinweber</dc:creator>
				<category><![CDATA[Nerds on Wall Street]]></category>
		<category><![CDATA[algorithmic trading strategies]]></category>
		<category><![CDATA[computational finance]]></category>
		<category><![CDATA[finance engineering]]></category>
		<category><![CDATA[finance technology]]></category>
		<category><![CDATA[money management]]></category>
		<category><![CDATA[portfolio management]]></category>
		<category><![CDATA[quant]]></category>
		<category><![CDATA[quant finance]]></category>
		<category><![CDATA[quantative investing]]></category>
		<category><![CDATA[quantitative analysis]]></category>
		<category><![CDATA[quantitative analyst]]></category>
		<category><![CDATA[quantitative finance]]></category>
		<category><![CDATA[quantitative investing]]></category>
		<category><![CDATA[quantitative investment]]></category>
		<category><![CDATA[quantitative investment management]]></category>
		<category><![CDATA[quantitative management]]></category>
		<category><![CDATA[quantitative money management]]></category>
		<category><![CDATA[quantitative strategy]]></category>
		<category><![CDATA[quants]]></category>
		<category><![CDATA[wall street]]></category>
		<category><![CDATA[wall street analytics]]></category>
		<category><![CDATA[wall street history]]></category>
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		<category><![CDATA[wall street stock market]]></category>
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		<guid isPermaLink="false">http://nerdsonwallstreet.com/?p=497</guid>
		<description><![CDATA[Nerds on Wall Street Forward by Ted Aronson
Quantitative finance is not a topic usually associated with laughter. That is about to change with the publication of Nerds on Wall Street.
I was first exposed to Dave Leinweber’s wit when he delivered a speech entitled “Nerds on Wall Street.” I believe the event happened 20 or 25 [...]]]></description>
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		<title>Introduction to Nerds on Wall Street</title>
		<link>http://nerdsonwallstreet.com/introduction-to-nerds-on-wall-street-479/</link>
		<comments>http://nerdsonwallstreet.com/introduction-to-nerds-on-wall-street-479/#comments</comments>
		<pubDate>Sun, 24 May 2009 20:00:15 +0000</pubDate>
		<dc:creator>David Leinweber</dc:creator>
				<category><![CDATA[computational finance]]></category>
		<category><![CDATA[algorithmic trading strategies]]></category>
		<category><![CDATA[finance engineering]]></category>
		<category><![CDATA[finance technology]]></category>
		<category><![CDATA[money management]]></category>
		<category><![CDATA[portfolio management]]></category>
		<category><![CDATA[quant]]></category>
		<category><![CDATA[quant finance]]></category>
		<category><![CDATA[quantative investing]]></category>
		<category><![CDATA[quantitative analysis]]></category>
		<category><![CDATA[quantitative analyst]]></category>
		<category><![CDATA[quantitative finance]]></category>
		<category><![CDATA[quantitative investing]]></category>
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		<guid isPermaLink="false">http://nerdsonwallstreet.com/?p=479</guid>
		<description><![CDATA[Introduction to &#8220;Nerds on Wall Street&#8220;
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 [...]]]></description>
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		<title>Chapter 03 &#8211; Algorithm Wars</title>
		<link>http://nerdsonwallstreet.com/algorithmic-trading-strategies-automated-stock-trading-187/</link>
		<comments>http://nerdsonwallstreet.com/algorithmic-trading-strategies-automated-stock-trading-187/#comments</comments>
		<pubDate>Fri, 22 May 2009 02:32:31 +0000</pubDate>
		<dc:creator>David Leinweber</dc:creator>
				<category><![CDATA[quantitative finance]]></category>
		<category><![CDATA[algo trading]]></category>
		<category><![CDATA[algorithm trading]]></category>
		<category><![CDATA[algorithmic trading]]></category>
		<category><![CDATA[algorithmic trading strategies]]></category>
		<category><![CDATA[automated stock trading]]></category>
		<category><![CDATA[automated trading]]></category>
		<category><![CDATA[computational finance]]></category>
		<category><![CDATA[direct market access]]></category>
		<category><![CDATA[investment trading]]></category>
		<category><![CDATA[map of the market]]></category>
		<category><![CDATA[market impact]]></category>
		<category><![CDATA[market neutral]]></category>
		<category><![CDATA[quantative investing]]></category>
		<category><![CDATA[stock market trading]]></category>
		<category><![CDATA[stock market trading software]]></category>
		<category><![CDATA[stock market trading strategy]]></category>
		<category><![CDATA[stock market trading system]]></category>
		<category><![CDATA[stock trading simulator]]></category>
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		<category><![CDATA[stock trading strategy]]></category>
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		<category><![CDATA[stock trading systems]]></category>
		<category><![CDATA[systematic trading]]></category>
		<category><![CDATA[wall street]]></category>
		<category><![CDATA[wall street history]]></category>
		<category><![CDATA[wall street stock market]]></category>
		<category><![CDATA[wall street trading]]></category>

		<guid isPermaLink="false">http://nerdsonwallstreet.com/?p=187</guid>
		<description><![CDATA[Algorithmic Trading Strategies and Automated Stock Trading
“How about a nice game of chess?” — WOPR computer in &#8220;War Games&#8221;
There used to be two market structures for U.S. equity traders to contend with: the NYSE (for listed stocks) and NASDAQ. Recent counts put the number at roughly 40. Many are sources of dark liquidity, which sounds [...]]]></description>
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		<item>
		<title>Contents of &#8220;Nerds on Wall Street&#8221;</title>
		<link>http://nerdsonwallstreet.com/contents-of-nerds-on-wall-street-61/</link>
		<comments>http://nerdsonwallstreet.com/contents-of-nerds-on-wall-street-61/#comments</comments>
		<pubDate>Wed, 15 Apr 2009 04:22:06 +0000</pubDate>
		<dc:creator>David Leinweber</dc:creator>
				<category><![CDATA[computational finance]]></category>
		<category><![CDATA[algorithmic trading strategies]]></category>
		<category><![CDATA[alpha]]></category>
		<category><![CDATA[artificial intelligence]]></category>
		<category><![CDATA[data mining]]></category>
		<category><![CDATA[economic rescue]]></category>
		<category><![CDATA[financial technology]]></category>
		<category><![CDATA[genetic algorithms]]></category>
		<category><![CDATA[optimization models]]></category>
		<category><![CDATA[quantative investing]]></category>
		<category><![CDATA[quantitative finance]]></category>
		<category><![CDATA[wall street]]></category>
		<category><![CDATA[wall street history]]></category>
		<category><![CDATA[wall street stock market]]></category>
		<category><![CDATA[wall street trading]]></category>

		<guid isPermaLink="false">http://nerdsonwallstreet.com/?p=61</guid>
		<description><![CDATA[Foreword by Ted Aronson	
Part 1 &#8211; Wired Markets	
Chapter 1: An Illustrated History of Wired Markets
Chapter 2: Greatest Hits of Computation in Finance
Chapter 3: Algorithm Wars	
Part 2 &#8211; 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 &#8211; Artificial Intelligence and Intelligence Amplification	
Chapter [...]]]></description>
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