还没开始实际搭系统，但今年早些时候我买了这几本书，至少在搞懂怎么入门、专业词汇等方面超级有启发：《高频交易：算法策略与交易系统实用指南》（High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems）http://www.amazon.com/gp/product/0470563761 《打开黑箱：量化交易的真相》（Inside the Black Box: The Simple Truth About Quantitative Trading）http://www.amazon.com/gp/product/0470432063……
Hadn't started implementing any systems yet, but earlier this year I ordered these and they've been 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…
…your email? Let me give a meaningful response: in low latency trading, the value is truly in the platform. The strategies are simple, and you can pick up a textbook (ie Aldridge http://www.amazon.com/High-Frequency-Trading-Practical-Algor...) to learn the strategies employed at that level. That being said, the traditional "sysadmin" role is oftentimes filled by people traditionally described as "developers". The roles…
Aldridge 2010 《高频交易：算法策略与交易系统实用指南》（High Frequency Trading, A Practical Guide to Algorithmic Strategies and Trading Systems） Chan 2013 《算法交易：赢家策略与原理分析》（Algorithmic Trading, Winning Strategies and Their Rationale） Davey 2014 《构建成功的算法交易系统：交易员的……》（Building Winning Algorithmic Trading Systems, A Traders…）
Aldridge 2010 High Frequency Trading, A Practical Guide to Algorithmic Strategies and Trading Systems Chan 2013 Algorithmic Trading, Winning Strategies and Their Rationale Davey 2014 Building Winning Algorithmic Trading Systems, A Traders…
还没开始实际搭系统，但今年早些时候我买了这几本书，至少在搞懂怎么入门、专业词汇等方面超级有启发：《高频交易：算法策略与交易系统实用指南》（High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems）http://www.amazon.com/gp/product/0470563761 《打开黑箱：量化交易的真相》（Inside the Black Box: The Simple Truth About Quantitative Trading）http://www.amazon.com/gp/product/0470432063……
Hadn't started implementing any systems yet, but earlier this year I ordered these and they've been 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…
……你的邮箱吗？那我正经回复一下：在低延迟交易（low latency trading）里，真正的核心价值在交易平台本身。策略其实很简单，你随便找本教科书（比如 Aldridge 写的 http://www.amazon.com/High-Frequency-Trading-Practical-Algor...）就能学会那个层次所用的策略。话虽如此，传统的“系统管理员（sysadmin）”角色如今往往是由传统定义上的“开发人员（developers）”来干的。这些角色……
…your email? Let me give a meaningful response: in low latency trading, the value is truly in the platform. The strategies are simple, and you can pick up a textbook (ie Aldridge http://www.amazon.com/High-Frequency-Trading-Practical-Algor...) to learn the strategies employed at that level. That being said, the traditional "sysadmin" role is oftentimes filled by people traditionally described as "developers". The roles…
Aldridge 2010 《高频交易：算法策略与交易系统实用指南》（High Frequency Trading, A Practical Guide to Algorithmic Strategies and Trading Systems） Chan 2013 《算法交易：赢家策略与原理分析》（Algorithmic Trading, Winning Strategies and Their Rationale） Davey 2014 《构建成功的算法交易系统：交易员的……》（Building Winning Algorithmic Trading Systems, A Traders…）
Aldridge 2010 High Frequency Trading, A Practical Guide to Algorithmic Strategies and Trading Systems Chan 2013 Algorithmic Trading, Winning Strategies and Their Rationale Davey 2014 Building Winning Algorithmic Trading Systems, A Traders…