Stock Indices. Definition and calculation methods

Фондовый индекс — indicator of the state and dynamics of the securities market. By comparing the current value of the index with its previous values, it is possible to assess the behavior of the market, his reaction to certain changes in the macroeconomic situation, various corporate events (mergers, поглощения, дробления акций, resignations and appointments of leading managers), speculative processes. Depending on whether, what securities are sampled, used in calculating the index, it can characterize the market as a whole, market for a certain class of securities (government obligations, corporate bonds, shares, etc.. P.), industry market (securities of companies of the same industry: telecommunications, transport, insurance, Internet sector, etc.. P.). Comparing the dynamics of different indices can show, which sectors of the economy are developing the fastest. The index can represent the national stock market as a whole or a specific trading floor in this market (for example, stock exchange index). Stock indices are calculated and published by various organizations, most often by news or rating agencies and stock exchanges.

500 000 $ behind 1 year (Robot — HFT)

Интересную статью написал Jesse Spaulding в своем блоге как он использую высокочастотную торговлю заработал 500 000 dollars from 2009 on 2010 year. This post details how with 2009 on 2010 G. I earned about 500 thousand. dollars using high frequency trading. Since I traded completely independently and no longer use my program, then happy to tell you everything. I traded mainly on Russel 2000 and DAX futures contracts. I believe, that the key to my success was not complicated financial equations, but rather in the complete development of the algorithm, who connected many simple components and used machine learning to optimize and maximize revenue. You don't need to know complicated terminology, because after i installed my program, everything else was based on intuition (Andrew Ng's amazing machine learning course (Andrew Ng) was not yet available then, but if you follow the link, then you will be taken to my current project: CourseTalk – обзорный

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