高频金融学导论
An introduction to high-frequency finance
Ramazan Gençay、Michel Dacorogna、Ulrich A. Muller、Olivier Pictet · 初版 2001 年
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An introduction to high-frequency finance
Ramazan Gençay、Michel Dacorogna、Ulrich A. Muller、Olivier Pictet · 初版 2001 年
正在加载完整评论……
……分析：http://www.amazon.com/Evidence-Based-Technical-Analysis-Scie... 配对交易：http://www.amazon.com/Pairs-Trading-Quantitative-Methods-Ana... 量化交易：http://www.amazon.com/Quantitative-Trading-Build-Algorithmic... 高频金融导论：http://www.amazon.com/Introduction-High-Frequency-Finance-Ra... 交易与交易所：从业者的微观市场结构：http://www.amazon.com/Trading-Exchanges-Market-Microstructur... 我还……
…Analysis: http://www.amazon.com/Evidence-Based-Technical-Analysis-Scie... Pairs Trading: http://www.amazon.com/Pairs-Trading-Quantitative-Methods-Ana... Quantitative Trading: http://www.amazon.com/Quantitative-Trading-Build-Algorithmic... An Introduction to High Frequency Finance: http://www.amazon.com/Introduction-High-Frequency-Finance-Ra... Trading and Exchanges: Market Microstructure for Practitioners: http://www.amazon.com/Trading-Exchanges-Market-Microstructur... I also…
……大量关于金融工具统计建模的书籍。如果想要跟上社区动态，zerohedge.com 提供了很有价值的建议，最近还放出了《高频金融导论》（an introduction to high-frequency finance）的完整 PDF。关于低延迟架构和平台，可以看看 Red Hat 的 MRG、SuSE 的 SLIRT 的文档，以及 highscalability.com。你会发现你大部分的 Unix 知识主要是跟性能挂钩的，而不是……
…a wide variety of books on statistical modelling for financial instruments. In terms of keeping up with the community, zerohedge.com provides valuable advice and recently provided the full PDF of 'an introduction to high-frequency finance'. In terms of low latency architecture and platforms, check the docs for Red Hat's MRG, SuSE's SLIRT, and highscalability.com. You'll find most of your Unix knowledge is tied towards performance rather…