…to invest on fundamentals go for both of Graham&Dodd (aka the bible) and Seth Klarman's margin of safety (http://www.my10000dollars.com/MS.pdf). For technical/quant trading both Trading+Exchanges and Volatility Trading are good books to read. Then look up some of the articles on wilmott.com and papers about things like Universal Portfolios or Neural Networks for trading on places like CiteSeer. Poking around Interactive…
In volatility trading you don't cary naked options (you hedge them usually dynamicaly - readjusting hedge every now and then) and usually close positions before options expire. So your analysis does not apply. If you want…
我推荐 Euan Sinclair 的《Volatility Trading》。这本书在保证足够数学严谨性的同时，还侧重于从交易员的角度建立直觉。
I would recommend Euan Sinclair's Volatility Trading. It provides enough mathematical vigor while focusing on intuition from a trader's perspective.
…想搞基本面投资的话，直接看 Graham&Dodd 的书（也就是所谓的圣经）以及 Seth Klarman 的《margin of safety》（http://www.my10000dollars.com/MS.pdf）。搞技术/量化交易的话，《Trading+Exchanges》和《Volatility Trading》都是不错的好书。然后再去 wilmott.com 上看一些文章，或者去 CiteSeer 之类的地方搜搜关于 Universal Portfolios 或用于交易的 Neural Networks 相关的论文。在 Interactive 里面摸索一下…
…to invest on fundamentals go for both of Graham&Dodd (aka the bible) and Seth Klarman's margin of safety (http://www.my10000dollars.com/MS.pdf). For technical/quant trading both Trading+Exchanges and Volatility Trading are good books to read. Then look up some of the articles on wilmott.com and papers about things like Universal Portfolios or Neural Networks for trading on places like CiteSeer. Poking around Interactive…
在波动率交易里，你不会持有 naked options（通常会做动态对冲——时不时重新调整 hedge），而且一般会在期权到期前平仓。所以你的分析并不适用。如果你想…
In volatility trading you don't cary naked options (you hedge them usually dynamicaly - readjusting hedge every now and then) and usually close positions before options expire. So your analysis does not apply. If you want…