這是一本由www.epchan.com的創始人Ernest P. Chan撰寫的量化投資理論的matlab技術實現的巨著,之中的很多觀點非常新穎,他的量化投資策略在近些年的金融及債務危機中獲得瞭十分優良的收益。值得技術開發者作為知識擴充儲備來閱讀
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.
發表於2024-05-15
Quantitative Trading 2024 pdf epub mobi 電子書 下載
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.
評分假期裏拜讀瞭這本14年齣的量化專著,感覺很有必要做一下總結,故鬍言亂語如下: 1.首先本書不太值得購買,為什麼?因為不到200頁,電子版不僅很清晰,而且可以照著書中的Matlab敲代碼。這也是本書最大的亮點,可以從一個專業從業者的角度窺探對代碼如何處理,特彆是在嚮量化迴...
評分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.
評分沒有quant trading model, 講瞭很多基礎的東西。 有些非常實用。 對新手應該有掃盲的作用。特彆喜歡用matlab的,有很多小方法提供。可以嘗試。 總之,講瞭很多基礎的東西。
評分1.盈利的策略特徵:應該是簡單的策略。參數越多,偏差越大。;去論壇可以發現一些簡單有用的策略;與基準對比 2.常見迴測偏差: a)存活偏差 b)assert函數檢驗程序一緻性 c)樣本含量,參數252倍 d)業績度量,不同時間跨度品種夏普比率計算 3.風控:凱利公式 a)倉位與收益率...
圖書標籤: 量化交易 金融 算法交易 Quant 交易 quant 投資 Trading
入門讀物,blog體
評分作者談到瞭努力構建符閤 個人 taste 的交易策略。taste == 品味嗎?
評分作者談到瞭努力構建符閤 個人 taste 的交易策略。taste == 品味嗎?
評分中文版:https://book.douban.com/subject/25878150/
評分已經有中文版瞭,東北財大齣版的: http://book.douban.com/subject/25878150/
Quantitative Trading 2024 pdf epub mobi 電子書 下載