Algorithmic Trading 2024 pdf epub mobi 电子书

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发表于2024-11-22

Algorithmic Trading 2024 pdf epub mobi 电子书

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Algorithmic Trading 电子书读后感

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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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Algorithmic Trading 2024 pdf epub mobi 用户评价

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A very nice intro to quant trading. Some strategies work nicely with small modifications.

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非常全面。

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1. mean reversion & momentum 2. mean reversion: choose pairs => calculate beta and test cointegration => what mean to use ? : moving average & Kalman filter => choose strategy

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ernie chan的书都不错，对于cointegration的介绍带我进入pair trading的世界，不过我觉得这个玩意不赚钱。

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始终没有读最后两章，但前面的部分已经很好了//基本把前一大半的代码及思路过了一遍，都是些simple but essential的内容。但作者关于weight updating的做法有问题，实际上我们组合都是daily updated，他那种静态算法和实际结果有偏差的//基本看过第一章就知道这书的质量如何了

Algorithmic Trading 2024 pdf epub mobi 电子书