给新手的推荐书单：基于证据的技术分析（Evidence Based Technical Analysis）：http://www.amazon.com/Evidence-Based-Technical-Analysis-Scie... 配对交易（Pairs Trading）：http://www.amazon.com/Pairs-Trading-Quantitative-Methods-Ana... 量化交易（Quantitative Trading）：http://www.amazon.com/Quantitative-Trading-Build-Algorithmic...…
Books I would recommend for beginners: Evidence Based Technical 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...…
Evidence-Based Technical Analysis - David Aronson ; Chapters 4 and 5 give a very accessible explanation of statistical inference through the use of sampling distributions. It's an excellent book.
…Developing & Backtesting Systematic Trading Strategies, Brian Peterson - Algorithmic Trading, Ernest P. Chan - Algorithmic Trading and DMA, Barry Johnson - Trading Systems, Emilio Tomasini & Urban Jaekle - Evidence-Based Technical Analysis, David R. Aronson - Machine Learning for Algorithmic Trading, Stefan Jansen
…a precursor to the famous Black-Scholes model) of interest (Ed Thorpe is an incredibly interesting person in his own right). If you find yourself wanting to get into technical analysis, I'd recommend "Evidence-Based Technical Analysis" by David Arons (a spoiler: the evidence is not good). If you're interested in ML applied to trading, I keep seeing references to Advances in Financial Machine Learning (Marcos Lopez de Prado), although…
Evidence-Based Technical Analysis is a starting point (book), but iirc it was able to show most common indicators aren't able to reject the null hypothesis.
给新手的推荐书单：基于证据的技术分析（Evidence Based Technical Analysis）：http://www.amazon.com/Evidence-Based-Technical-Analysis-Scie... 配对交易（Pairs Trading）：http://www.amazon.com/Pairs-Trading-Quantitative-Methods-Ana... 量化交易（Quantitative Trading）：http://www.amazon.com/Quantitative-Trading-Build-Algorithmic...…
Books I would recommend for beginners: Evidence Based Technical 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...…
《基于证据的技术分析》（Evidence-Based Technical Analysis）——大卫·阿伦森著；第 4 和第 5 章通过抽样分布，把统计推断解释得非常通俗易懂。绝对是一本好书。
Evidence-Based Technical Analysis - David Aronson ; Chapters 4 and 5 give a very accessible explanation of statistical inference through the use of sampling distributions. It's an excellent book.
……开发与回测系统化交易策略，布莱恩·彼得森 - 算法交易，陈沛生（Ernest P. Chan） - 算法交易与直接市场接入（DMA），巴里·约翰逊 - 交易系统，埃米利奥·托马西尼 & 乌尔班·雅克勒 - 基于证据的技术分析，大卫·R·阿伦森 - 机器学习在算法交易中的应用，斯特凡·扬森
…Developing & Backtesting Systematic Trading Strategies, Brian Peterson - Algorithmic Trading, Ernest P. Chan - Algorithmic Trading and DMA, Barry Johnson - Trading Systems, Emilio Tomasini & Urban Jaekle - Evidence-Based Technical Analysis, David R. Aronson - Machine Learning for Algorithmic Trading, Stefan Jansen
大卫·阿伦森写的《基于证据的技术分析》（Evidence-based Technical Analysis）是一本极好的入门书。
Evidence-based Technical Analysis by David Aronson is a great intro.
……著名的布莱克-斯科尔斯模型的前身）很有意思（艾德·索普本人也是个极其有趣的人）。如果你发现自己想涉足技术分析，我推荐大卫·阿伦森的《基于证据的技术分析》（剧透一下：证据表明它并不管用）。如果你对机器学习在交易中的应用感兴趣，我总看到有人推荐马科斯·洛佩斯·德普拉多的《金融机器学习前沿》，虽然……
…a precursor to the famous Black-Scholes model) of interest (Ed Thorpe is an incredibly interesting person in his own right). If you find yourself wanting to get into technical analysis, I'd recommend "Evidence-Based Technical Analysis" by David Arons (a spoiler: the evidence is not good). If you're interested in ML applied to trading, I keep seeing references to Advances in Financial Machine Learning (Marcos Lopez de Prado), although…
《基于证据的技术分析》是个起点（书），但我没记错的话，它成功证明了大多数常用指标都无法拒绝原假设（null hypothesis）。
Evidence-Based Technical Analysis is a starting point (book), but iirc it was able to show most common indicators aren't able to reject the null hypothesis.