【最新好书】Machine Trading: Deploying Computer Algorithms to Conquer the Market

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Machine Trading: Deploying Computer Algorithms to Conquer the Markets

Series: Wiley Trading
Hardcover: 264 pages
Publisher: Wiley; 1 edition (February 6, 2017)
Language: English
ISBN-10: 1119219604
ISBN-13: 978-1119219606

Following up on his widely popular algorithmic trading guides, Quantitative Trading and Algorithmic Trading, this third installment is written for quant traders and investors ready for more advanced examinations and techniques. Machine Trading is your accessible companion for the state-of-the-art of algo-trading in today's complex markets.

Don't worry if you lack trading and finance experience—if you've worked in a quantitative field, such as computer science, engineering, or physics, this step-by-step resource makes the transition into algorithmic trading seamless. It starts out with a comprehensive look at the latest backtesting and trading platforms, the best- rated and most cost-effective vendors' data, and the easiest way to optimize allocations in different assets and strategies. Acquire a firm grasp on options and volatility strategies; factor models, and why they can be useful to short-term traders; and the intricacies of intraday and high-frequency trading, including market microstructure, dark pools, order flow, and backtesting intraday strategies with tick data. There are no canned solutions inside—each prototype trading strategy provides a rock solid foundation for you to customize. Hone your skillset on topics such as:

    Using factor models for long-term returns and short-term trades,including using option prices as factors
    Real-world trading with time series techniques, including ARIMA, VAR, and State Space Models with hidden variables
    Cutting-edge techniques to reduce outfitting in artificial intelligence and machine learning strategies

Every chapter includes hands-on exercises walking you through the critical modifications to make on your own to gain control of the strategies and discover their potential. From stocks to futures and options, foreign exchange, and bitcoins, Machine Trading is your one-stop training ground for finding algo-trading solutions.

原版PDF书籍如下：
20174225928_256666.rar (1.4 MB, 需要: 10 个论坛币) 本附件包括：

• Ernest P. Chan - Machine Trading (2017).pdf

2017-2-27 19:35:05 上传

PDF原版书
需要: 10 个论坛币  [购买]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏8 回帖

关键词：accessible techniques popular written guides

thanks ...

谢谢楼主分享

谢谢楼主，好书

谢谢楼主分享

thanks

thank you very much

谢谢。。。。。。。。。。

good book

good book on trading