打开量化投资的黑箱
Inside the black box
Rishi K. Narang · 初版 2009 年
3人推荐
5位读者提及
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Inside The Black Box The Simple Truth About Quantitative Trading，作者 Rishi K Narang。各界对 Inside the Black Box 的赞誉：“在 Inside the Black Box: The Simple Truth About Quantitative Trading 一书中，Rishi Narang 揭开了量化交易的神秘面纱。他对 alpha 的阐释与分类即便对于资深业内人士也极具启发。”——Blair Hull，Hull Trading 与 Matlock Trading 创始人。“Rishi 对量化投资进行了全面的综述，这对配置资金于量化策略的人士以及有意成为宽客的人都大有助益。Rishi 作为……的经验”
Hacker News 上怎么说
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……极具教育意义，至少对摸清如何起步、专业术语等很有帮助：《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
…ultra-educational at least for figuring out how to get 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
……去理解支撑市场的底层基本机制，并切身体会这种结构所带来的机会。我建议去深入了解一下全美市场结构（national market structure），并读读 Narang 写的《Inside the Black Box》，它对自动化交易的整体架构给出了非常出色的概述。
…off to understand the basic mechanics underpinning the market, and get a feel for the opportunities this structure presents. I would suggest reading up on the national market structure, and reading "Inside the Black Box" by Narang for a good overview of how automated trading is structured.
1.《Inside the Black Box》：量化金融入门，了解那些号称能打败市场的机构都在用什么策略。2.《Advances in Financial Machine Learning》：深入钻研 ML 技术，如果你……
1. Inside the Black Box Introduction to quantitative finance and to learn what strategies are used by firms who are supposed to beat the market. 2. Advances in Financial Machine Learning Deep dive into ML techniques if you…
《Inside the Black Box》：http://www.amazon.com/Inside-Black-Box-Quantitative-Trading/...
Inside the Black Box: http://www.amazon.com/Inside-Black-Box-Quantitative-Trading/...
……一些入门资源：- Ernie Chan 的书和博客（https://epchan.blogspot.com/）- QuantStart 上有很棒的起步资料和一本新书，虽然我还没读过（https://www.quantstart.com/）- Narang 的《Inside the Black Box》，我见不少人推荐过，但感觉它偏重于订单执行（order execution），挺枯燥的 - Scott Patterson 的《Dark Pools》，关于算法交易崛起的精彩故事 - 《Flash…
…Some starting resources: -Ernie Chan's books and blog (https://epchan.blogspot.com/) -QuantStart has great starter material and a new book, although I haven't read it (https://www.quantstart.com/) -"Inside the Black Box" (Narang) I've seen referenced a good bit but felt as though it leaned toward order execution and rather boring -"Dark Pools" (Scott Patterson) a great story about the rise of algorithmic trading -"Flash…