圖書標籤: 算法交易 金融 quant 交易 高頻交易 Quant 量化交易 trading
发表于2024-11-22
Algorithmic Trading pdf epub mobi txt 電子書 下載 2024
Praise for Algorithmic Trading: "Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life with actual trading strategies, which give the reader insight into how and why each strategy was developed, how it was implemented, and even how it was coded. This book is a valuable resource for anyone looking to create their own systematic trading strategies and those involved in manager selection, where the knowledge contained in this book will lead to a more informed and nuanced conversation with managers." (Daren Smith, CFA, CAIA, FSA, Managing Director, Manager Selection & Portfolio Construction, University of Toronto Asset Management). "Using an excellent selection of mean reversion and momentum strategies, Ernie explains the rationale behind each one, shows how to test it, how to improve it, and discusses implementation issues. His book is a careful, detailed exposition of the scientific method applied to strategy development. For serious retail traders, I know of no other book that provides this range of examples and level of detail. His discussions of how regime changes affect strategies, and of risk management, are invaluable bonuses." (Roger Hunter, Mathematician and Algorithmic Trader).
basically useless but could be referenced
評分非常全麵。
評分主要講瞭價格延續和反轉的幾個簡單策略,風險管理和凱利公式結閤得挺不錯,2013年齣版的內容算比較新
評分1. mean reversion & momentum 2. mean reversion: choose pairs => calculate beta and test cointegration => what mean to use ? : moving average & Kalman filter => choose strategy
評分Pretty basic but clear
1、这本书主要讲策略,分为均值回归和动量系统 2、使用matlab作为主要工具 3、覆盖资金管理 风险管理 交易细节和误区等方面 4、有更多的数学内容 先看Quantitative Trading: http://book.douban.com/subject/3361807/ 再看这本。
評分1、这本书主要讲策略,分为均值回归和动量系统 2、使用matlab作为主要工具 3、覆盖资金管理 风险管理 交易细节和误区等方面 4、有更多的数学内容 先看Quantitative Trading: http://book.douban.com/subject/3361807/ 再看这本。
評分1、这本书主要讲策略,分为均值回归和动量系统 2、使用matlab作为主要工具 3、覆盖资金管理 风险管理 交易细节和误区等方面 4、有更多的数学内容 先看Quantitative Trading: http://book.douban.com/subject/3361807/ 再看这本。
評分1、这本书主要讲策略,分为均值回归和动量系统 2、使用matlab作为主要工具 3、覆盖资金管理 风险管理 交易细节和误区等方面 4、有更多的数学内容 先看Quantitative Trading: http://book.douban.com/subject/3361807/ 再看这本。
評分1、这本书主要讲策略,分为均值回归和动量系统 2、使用matlab作为主要工具 3、覆盖资金管理 风险管理 交易细节和误区等方面 4、有更多的数学内容 先看Quantitative Trading: http://book.douban.com/subject/3361807/ 再看这本。
Algorithmic Trading pdf epub mobi txt 電子書 下載 2024