automated trading


  • Praise for “Nerds On Wall Street”
  • “Leinweber isn’t half as crazy as people said! He foresaw the profound change that wired technology would bring to markets (robots trading millions of shares in six milliseconds). Now he nails the Stupid Financial Engineering Tricks that dumped the markets, and offers his patented, sound insights on how the nerds will help bring us back.” […]

  • Chapter 03 – Algorithm Wars
  • Algorithmic Trading Strategies and Automated Stock Trading “How about a nice game of chess?” — WOPR computer in “War Games” 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, […]

  • Chapter 02 – Greatest Hits of Computation in Finance
  • Computational Finance, Stock Market Analysis, and Investment Trading “A computer does not substitute for judgment any more than a pencil substitutes for literacy. But writing without a pencil is no particular advantage.” – Robert McNamara The Journal of Portfolio Management (JPM*) is one of the more upscale investment management publications around. For $500 a year, […]