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| Acknowledgments | |
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| Mission Statement | |
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| Introduction to Trading Algorithms | |
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| Preface to Part I | |
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| History | |
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| All About Trading Algorithms You Ever Wanted to Know … | |
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| Algos Defined and Explained | |
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| Who Uses and Provides Algos | |
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| Why Have They Become Mainstream so Quickly? | |
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| Currently Popular Algos | |
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| A Perspective View From a Tier 1 Company | |
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| How to Use Algos for Individual Traders | |
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| How to Optimize Individual Trader Algos | |
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| The Future - Where Do We Go from Here? | |
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| The Leshik-Cralle Trading Methods | |
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| Preface to Part II | |
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| Our Nomenclature | |
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| Math Toolkit | |
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| Statistics Toolbox | |
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| Data - Symbol, Date, Timestamp, Volume, Price | |
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| Excel Mini Seminar | |
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| Excel Charts: How to Read Them and How to Build Them | |
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| Our Metrics - Algometrics | |
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| Stock Personality Clusters | |
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| Selecting a Cohort of Trading Stocks | |
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| Stock Profiling | |
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| Stylistic Properties of Equity Markets | |
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| Volatility | |
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| Returns - Theory | |
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| Benchmarks and Performance Measures | |
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| Our Trading Algorithms Described - The ALPHA ALGO Strategies | |
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| ALPHA-1 (DIFF) | |
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| The ALPHA-1 Algo Expressed in Excel Function Language | |
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| ALPHA-2 (EMA PLUS) VI And V2 | |
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| ALPHA-3 (The Leshik-Cralle Oscillator) | |
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| ALPHA-4 (High Frequency Real-Time Matrix) | |
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| ALPHA-5 (Firedawn) | |
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| ALPHA-6 (General Pawn) | |
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| The LC Adaptive Capital Protection Stop | |
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| Parameters and How to Set Them | |
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| Technical Analysis (TA) | |
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| Heuristics, AI, Artificial Neural Networks and Other Avenues to be Explored | |
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| How We Design a Trading Alpha Algo | |
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| From the Efficient Market Hypothesis to Prospect Theory | |
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| The Road to Chaos (or Nonlinear Science) | |
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| Complexity Economics | |
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| Brokerages | |
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| Order Management Platforms and Order Execution Systems | |
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| Data Feed Vendors, Real-Time, Historical | |
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| Connectivity | |
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| Hardware Specification Examples | |
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| Brief Philosophical Digression | |
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| Information Sources | |
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| Appendices | |
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| 'The List' of Algo Users and Providers | |
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| Our Industry Classification SECTOR Definitions | |
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| The Stock Watchlist | |
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| Stock Details Snapshot | |
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| CD Files List | |
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| Bibliography | |
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| Index | |