Index
A
- algorithmic trading
- algorithmic trading, with Interactive Brokers' and IbPy
- algorithmic trading, with Interactive Brokers and IbPy
- algorithms, using in backtesting
- American options
- American options pricing, with finite differences
- Anaconda by Continuum Analytics
- Arbitrage Pricing Theory (APT) model
- at-the-money options (ATM)
B
- backtest
- Backtester class
- backtesting
- backtesting model
- backtesting system
- beta
- big data
- Binary JSON (BSON) / Getting a collection
- BinomialEuropeanOption class
- binomial options pricing model
- bisection method
- Black-Scholes model COM server
- Black-Scholes Partial Differential Equation (PDE) / Finite differences in options pricing
- bond convexity
- bond duration
- bond options
- bond price
- Brennan and Schwartz model
- Brent's method / Combining root-finding methods
C
- callable bond pricing
- callable bonds
- call option
- Canopy by Enthought
- capital market line (CML)
- CAPM
- cells, IPython Notebook
- check_exercise() method / Policy iteration by finite differences
- Chicago Board of Trade (CBOT) / Introduction to algorithmic trading
- Cholesky decomposition
- classification and regression tree (CART) analysis
- Cloudera
- Cloudera VM
- collection
- COM
- COM client, in Excel
- COM server
- considerations, backtesting model
- convertible bonds
- correlation, between SX5E and V2TX
- Cox-Ingersoll-Ross (CIR) model
- Cox-Ross-Rubinstein (CRR) model
- Cox-Ross-Rubinstein binomial tree model COM server
- Crank-Nicolson method
- cumulative
D
E
- efficient frontier
- Eurex Exchange
- European options
- EURO STOXX 50 Index
- EUROX STOXX 50 Index and VSTOXX data
- event-driven backtesting system
- Excel
- exercise_call_price() method / Policy iteration by finite differences
- exotic barrier options
- explicit method
F
- financial analytics, of SX5E and V2TX
- Financial Information Exchange (FIX) protocol / Introduction to algorithmic trading
- finite differences, in options pricing
- fixed income securities
- forex trading, with OANDA API
- forward rates
- functional approach
G
- Gauss-Seidel method
- general nonlinear solvers, SciPy
- genetic algorithm (GA)
- get_implied_volatilities public function
- get_zero_rates function
- global optimal solution
- gnuplot package
- Greeks, for options
H
- Hadoop
- Hadoop, for big data
- Hadoop, for finance
- HDFS
- high-frequency trading (HFT) / Introduction to algorithmic trading
- historical daily data, STOXX Europe 600
- historical daily end-of-day index prices, STOXX
- historical daily prices, stock counter
- Hue
I
J
- Jacobi method
- JavaScript Object Notation (JSON) parser
K
- 2k factorial design
- k-means clustering algorithm
- k-nearest neighbor (KNN)
L
- LaTeX
- lattices, in options pricing
- Leisen-Reimer (LR) tree
- lib.display module
- linear equations
- linear integer programming (IP)
- linear optimization
- London International Financial Futures and Options Exchange (LIFFE) / Introduction to algorithmic trading
- longer-term spot rates
- LpVariable function
- LU decomposition
- lxml Python module
M
- Mac OS X
- map function
- MapReduce
- MarketData class
- MarketDataSource class
- market portfolio
- Markov regime-switching model
- MathJax
- mean-reverting algorithmic trading system
- MeanRevertingStrategy class
- MongoDB
- multivariate linear regression
- multivariate linear regression, of factor models
N
- Newton's method
- Newton-Raphson method / Newton's method
- Newtons method
- nonlinearity modeling
- nonlinear models
- NoSQL
- notebook
O
- OANDA
- OANDA account
- oandapy
- OANDA REST API wrapper
- objected-oriented approach
- objected-oriented programming
- OESX data
- omega
- option
- OptionUtility classes
- Order class
- out-of-the-money options (OTM)
P
- pandas
- pip tool
- plain text UTF-8 file
- Position class
- preferred stocks
- PuLP
- put option
- puttable bonds
- PyMongo
- Python
- pywin32
Q
- QR decomposition
- QuickStart VM
R
- reduce function
- Rendleman and Bartter model
- Representational State Transfer
- REST
- root-finding
- root-finding methods
- Root-finding scalar functions, SciPy
S
- scipy.optimize methods
- scipy.optimize modules
- SciPy implementations
- secant method
- security market line (SML)
- SETAR model
- short-rate modeling
- short-term spot rates
- simple linear optimization problem
- simple order routing mechanism
- single document
- smooth transition models
- spot rates
- statsmodels
- StockOption class
- STOXX Europe 600 data file
- STOXX website
- Strategy class
- SX5E and V2TX / Financial analytics of SX5E and V2TX
- system functionalities, algorithmic trading
T
- test connection
- TeX
- threshold autoregressive (TAR) model
- TickData class
- Tkinter
- Trader WorkStation X (TWS)
- trend-following forex trading platform
- tridiagonal_solve() method / Policy iteration by finite differences
- trinomial lattice
- trinomial lattice model COM server
- trinomial trees, in options pricing
U
V
W
Y
- YARN
- yield curve
- yield to maturity (YTM)
Z
- zero-coupon bond
- zero rates
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