图书标签: 量化交易 金融 算法交易 Quant 交易 quant 投资 Trading
发表于2024-12-25
Quantitative Trading pdf epub mobi txt 电子书 下载 2024
By some estimates, quantitative (or algorithmic) trading now accounts for over one-third of trading volume in the United States. While institutional traders continue to implement this highly effective approach, many independent traders—with limited resources and less computing power—have wondered if they can still challenge powerful industry professionals at their own game? The answer is "yes," and in Quantitative Trading, author Dr. Ernest Chan, a respected independent trader and consultant, will show you how.
Whether you're an independent "retail" trader looking to start your own quantitative trading business or an individual who aspires to work as a quantitative trader at a major financial institution, this practical guide contains the information you need to succeed.
Organized around the steps you should take to start trading quantitatively, this book skillfully addresses how to:
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Find a viable trading strategy that you're both comfortable with and confident in
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Backtest your strategy—with MATLAB®, Excel, and other platforms—to ensure good historical performance
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Build and implement an automated trading system to execute your strategy
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Scale up or wind down your strategies depending on their real-world profitability
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Manage the money and risks involved in holding positions generated by your strategy
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Incorporate advanced concepts that most professionals use into your everyday trading activities
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And much more
While Dr. Chan takes the time to outline the essential aspects of turning quantitative trading strategies into profits, he doesn't get into overly theoretical or sophisticated theories. Instead, he highlights the simple tools and techniques you can use to gain a much-needed edge over today's institutional traders.
And for those who want to keep up with the latest news, ideas, and trends in quantitative trading, you're welcome to visit Dr. Chan's blog, epchan.blogspot.com, as well as his premium content Web site, epchan.com/subscriptions, which you'll have free access to with purchase of this book.
As an independent trader, you're free from the con-straints found in today's institutional environment—and as long as you adhere to the discipline of quantitative trading, you can achieve significant returns. With this reliable resource as your guide, you'll quickly discover what it takes to make it in such a dynamic and demanding field.
这是一本由www.epchan.com的创始人Ernest P. Chan撰写的量化投资理论的matlab技术实现的巨著,之中的很多观点非常新颖,他的量化投资策略在近些年的金融及债务危机中获得了十分优良的收益。值得技术开发者作为知识扩充储备来阅读
已经有中文版了,东北财大出版的: http://book.douban.com/subject/25878150/
评分入门普及书
评分入门读物,blog体
评分作者谈到了努力构建符合 个人 taste 的交易策略。taste == 品味吗?
评分缺少干货
If you wish to be a quant, and yet you are very new of this area, with not enough knowledge, I think this book is quite a good one for you to start with.
评分1.盈利的策略特征:应该是简单的策略。参数越多,偏差越大。;去论坛可以发现一些简单有用的策略;与基准对比 2.常见回测偏差: a)存活偏差 b)assert函数检验程序一致性 c)样本含量,参数252倍 d)业绩度量,不同时间跨度品种夏普比率计算 3.风控:凯利公式 a)仓位与收益率...
评分假期里拜读了这本14年出的量化专著,感觉很有必要做一下总结,故胡言乱语如下: 1.首先本书不太值得购买,为什么?因为不到200页,电子版不仅很清晰,而且可以照着书中的Matlab敲代码。这也是本书最大的亮点,可以从一个专业从业者的角度窥探对代码如何处理,特别是在向量化回...
评分没有quant trading model, 讲了很多基础的东西。 有些非常实用。 对新手应该有扫盲的作用。特别喜欢用matlab的,有很多小方法提供。可以尝试。 总之,讲了很多基础的东西。
评分假期里拜读了这本14年出的量化专著,感觉很有必要做一下总结,故胡言乱语如下: 1.首先本书不太值得购买,为什么?因为不到200页,电子版不仅很清晰,而且可以照着书中的Matlab敲代码。这也是本书最大的亮点,可以从一个专业从业者的角度窥探对代码如何处理,特别是在向量化回...
Quantitative Trading pdf epub mobi txt 电子书 下载 2024