Algorithmic Trading 2024 pdf epub mobi 电子书

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发表于2024-05-17

Algorithmic Trading 2024 pdf epub mobi 电子书

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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。

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出版者:Wiley

作者:Ernie Chan

出品人:

页数:224

译者:

出版时间:2013-5-28

价格:USD 75.00

装帧:Hardcover

isbn号码:9781118460146

丛书系列:

图书标签: 算法交易金融 quant 交易高频交易 Quant 量化交易 trading

Algorithmic Trading 2024 pdf epub mobi 电子书图书描述

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).

Algorithmic Trading 2024 pdf epub mobi 电子书

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