算法交易
Algorithmic Trading
Ernie Chan · 初版 2013 年
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3位读者提及
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Algorithmic Trading 阐述了量化交易的核心概念、运用数学与统计学分析交易模型盈利能力的过程、回测的实操经验，以及股票、ETF、期货和外汇的配对交易理解。Chan 向投资者展示了如何利用 Excel 和 MatLab 构建自己的算法交易工具，以及如何使用日益普及的外汇交易平台 FX1。他还向投资者展示了如何进行量化研究与分析，并将量化交易策略……
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……面）。顺着这个思路，Ernest P. Chan 的书会为你提供一套起步所需的工具包，剩下的你可以按需自行摸索。《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。
…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.
Ernie Chan 的书《Quantitative Trading: How to Build Your Own Algorithmic Trading Business》是个很好的起点。它非常漂亮地将理论与务实实践结合在一起。Chan 提供了 Matlab 的实现示例来帮助读者入门。http://www.amazon.com/Quantitative-Trading-Build-Algorithmic...……
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 started. http://www.amazon.com/Quantitative-Trading-Build-Algorithmic...…
……《Never Split the Difference: Negotiating as if Your Life Depended on it》《Alpha Masters》《Fooling Some of the People All of Time》《Dark Pools》《When Genius Failed》《Advances in Financial Machine Learning》《Algorithmic Trading》其他：《Getting Things Done: The Art of Stress-Free productivity》《Mythology: Timeless Tales of Gods and Heroes》《Chaos: Making a New Science》《Networks, Crowds, and Markets: Reasoning about a Highly Connected……
…Never Split the Difference: Negotiating as if Your Life Depended on it Alpha Masters Fooling Some of the People All of Time Dark Pools When Genius Failed Advances in Financial Machine Learning Algorithmic Trading Other: Getting Things Done: The Art of Stress-Free productivity Mythology: Timeless Tales of Gods and Heroes Chaos: Making a New Science Networks, Crowds, and Markets: Reasoning about a Highly Connected…