金融机器学习进展

Hacker News 上怎么说

• Dopameaner · 2021 年

  Marcos Lopez de Prado 写的《Advances in Financial Machine Learning》是我去年读过最好的书之一。尤其是关于回测（back testing）和策略风险（strategy risk）的部分，是我的最爱。

  Advances in Financial Machine Learning by Marcos Lopez de Prado is one of the best books i read last year. Especially on back testing, strategy risk are my fav.

• rezahussain · 2020 年

  ……只要在别人都挂掉的某一轮面试中表现出色就行，这样你就能经历一个复盘过程：“我到底在不自知的情况下做了什么，才在所有人都失败的地方成功了？” 2. 读读 Marcos Lopez de Prado 的《Advances in Financial Machine Learning》。这本书讲了外行人常犯的错误假设，并梳理了新手坑（书里描述的很多错误我都踩过，后来这本书出版时我读了……

  …just need to do well in one of the rounds where everyone else fails so you can go through the process of 'what did I do that I'm not aware of that made me succeed where everyone else failed' 2. Read Advances in Financial Machine Learning by Marcos Lopez de Prado. This goes over the false assumptions that outsiders make, and then outlines rookie mistakes(I made many of the mistakes described in the book, then read this book when it came…

• jason_slack · 2018 年

  ……使用 C++》，Stroustrup；量化类：《Quantitative Trading》，Dr. Ernest Chan；《Algorithmic Trading》，Dr. Ernest Chan；《Machine Trading: Deploying Computer Algorithms to Conquer the Markets》，Dr. Ernest Chan；《Advances in Financial Machine Learning》，Marcos Lopez de Prado；《Options, Futures and Other Derivatives (第10版)》，John C. Hull；佛学类：《Open Heart, Clear Mind》，Thubten Chodron；《Buddhism For Beginners》，Thubten Chodron；《Working……

  …Using C++", Stroustrup Quant: "Quantitative Trading", Dr. Ernest Chan "Algorithmic Trading", Dr. Ernest Chan "Machine Trading: Deploying Computer Algorithms to Conquer the Markets", Dr. Ernest Chan "Advances in Financial Machine Learning", Marcos Lopez de Prado "Options, Futures and Other Derivatives (10th edition)", John C. Hull Buddhism: "Open Heart, Clear Mind", Thubten Chodron "Buddhism For Beginners", Thubten Chodron "Working…

• Bostonian · 2019 年

  ……你会给那些对交易策略而不是衍生品定价感兴趣的金融宽客（financial quants）推荐什么书（这两个领域可能会有重叠）？我以前就干过这个岗位。这里有几本我喜欢的书：Marcos Lopez de Prado 的《Advances in Financial Machine Learning》(2018)、Philip Hans Franses 和 Dick van Dijk 的《Non-Linear Time Series Models in Empirical Finance》(2000，涵盖了 RenTech 等使用过的马尔可夫链以及其他主题)、《A Non-Random……

  …What books would you recommend for financial quants interested in trading strategies rather than derivatives pricing (the areas can overlap)? I have worked in this capacity. Here are a few books I like: Advances in Financial Machine Learning (2018) by Marcos Lopez de Prado Non-Linear Time Series Models in Empirical Finance (2000) by Philip Hans Franses and Dick van Dijk (covers Markov chains, used by RenTech, among other topics) A Non-Random…

• guard0g · 2021 年

  ……模式识别。如果你对随机微积分（stochastic calculus）和凸策略感兴趣，John Hull 的《Options, Futures and Other Derivatives》是必读的经典之作。另一本好书是 Marcos Lopez de Prado 的《Advances in Financial Machine Learning》。

  …pattern recognition. If you are interested in stochastic calculus and convex strategies, John Hull's "Options, Futures and Other Derivatives" is a classic read. Another good book is Marcos Lopez de Prado's "Advances in Financial Machine Learning."

• lopatin · 2025 年

  1. 《Inside the Black Box》：量化金融入门，了解那些号称能跑赢市场的机构都在用什么策略。2. 《Advances in Financial Machine Learning》：如果你想靠数据和数学开始赚钱，这本书会带你深入了解 ML 技术。

  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 want to start making money from data and math.

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