量化交易
Quantitative trading
Ernest P. Chan · 初版 2008 年
12人推荐
14位读者提及
15次提及
为什么值得读
- 兼顾量化理论模型与务实操作经验
- 提供Matlab示例代码辅助读者起步实践
- 给出搭建个人算法交易业务的工具箱
在机构交易员持续运用 quantitative（或 algorithmic）trading 的同时，许多独立交易员不禁自问：他们是否还能在行业巨头擅长的领域向其发起挑战？答案是“可以”，而在 Quantitative Trading 一书中，备受推崇的独立交易员兼顾问 Ernest Chan 博士将向你展示如何做到这一点。无论你是希望开创自己的 quantitative trading 业务的独立“散户”交易员，还是渴望在大型金融机构担任 quantitative trader 的个人，这本实用指南都包含你获得成功所需的信息
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……入门、词汇等：《High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems》http://www.amazon.com/gp/product/0470563761 《Inside the Black Box: The Simple Truth About Quantitative Trading》http://www.amazon.com/gp/product/0470432063 《Quantitative Trading: How to Build Your Own Algorithmic Trading Business》http://www.amazon.com/gp/product/0470284889
…started, vocabulary, etc.: High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems http://www.amazon.com/gp/product/0470563761 Inside the Black Box: The Simple Truth About Quantitative Trading http://www.amazon.com/gp/product/0470432063 Quantitative Trading: How to Build Your Own Algorithmic Trading Business http://www.amazon.com/gp/product/0470284889
……见解 - https://www.quantconnect.com/tutorials/strategy-library - Ernie Chan 写的书我基本全啃完了。这是让我对这一切产生兴趣的第一本书 - https://www.amazon.com/Quantitative-Trading-Build-Algorithmi... 我读了巨多书，玩了大量数据，想让自己的系统跑起来。虽然离我的理想状态还差得很远，但从一开始就一直在盈利（除了……
…insights - https://www.quantconnect.com/tutorials/strategy-library - Absorbed almost everything Ernie Chan has written. This was the first book that got me interested in all this - https://www.amazon.com/Quantitative-Trading-Build-Algorithmi... I read a _ton_ and played around with lots and lots of data to try and get my systems working. Still no where near where I'd like to be, but been profitable since the beginning (minus…
……行业（除非你的 PhD 来自顶尖项目，而且你还算年轻）。从这个角度来说，Ernest P. Chan 的书能为你提供起步的工具箱，之后你就可以按需自行摸索了。《Quantitative Trading》（第2版），我认为是该系列的第一本。《Algorithmic Trading》应该是第二本。而《Machine Trading》是最后一本。
…industry (unless your PhD was from a top program, and you're on the younger side). In that vein, Ernest P. Chan's books will give you the toolkit to begin, and then you can figure out the rest as-needed. Quantitative Trading (2nd), Chan I believe is the first in the series. Algorithmic Trading I believe is the second. And Machine Trading is the last.
这些你可能会感兴趣：http://www.amazon.com/Quantitative-Trading-Build-Algorithmic... http://collective2.com/
These might interest you: http://www.amazon.com/Quantitative-Trading-Build-Algorithmic... http://collective2.com/
Ernie Chan 的书《Quantitative Trading: How to Build Your Own Algorithmic Trading Business》是个不错的切入点。它很好地将理论与务实的实践结合在了一起。Chan 提供了 Matlab 的实现示例，帮助读者上手……
Ernie Chan's book, "Quantitative Trading: How to Build Your Own Algorithmic Trading Business ", is a good starting point. It's a nice blend of theory and pragmatic practice. Chan provides example implementations in Matlab to help readers get…
……给初学者的推荐：《Evidence Based Technical Analysis》：http://www.amazon.com/Evidence-Based-Technical-Analysis-Scie... 《Pairs Trading》：http://www.amazon.com/Pairs-Trading-Quantitative-Methods-Ana... 《Quantitative Trading》：http://www.amazon.com/Quantitative-Trading-Build-Algorithmic... 《An Introduction to High Frequency Finance》：http://www.amazon.com/Introduction-High-Frequency-Finance-Ra... 《Trading and Exchanges: Market…》
…recommend for beginners: Evidence Based Technical Analysis: http://www.amazon.com/Evidence-Based-Technical-Analysis-Scie... Pairs Trading: http://www.amazon.com/Pairs-Trading-Quantitative-Methods-Ana... Quantitative Trading: http://www.amazon.com/Quantitative-Trading-Build-Algorithmic... An Introduction to High Frequency Finance: http://www.amazon.com/Introduction-High-Frequency-Finance-Ra... Trading and Exchanges: Market…