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[投行实战] Professional Automated Trading: Theory and Practice (Wiley 2013) [分享]

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koalachen2013 在职认证  发表于 2014-2-11 08:23:45 |显示全部楼层

Professional Automated Trading: Theory and Practice (Wiley Trading) by Eugene A. Durenard


2013 | ISBN: 1118129857 | English | 384 pages | PDF | 12 MB



An insider's view of how to develop and operate an automated proprietary trading network
Reflecting author Eugene Durenard's extensive experience in this field, Professional Automated Trading offers valuable insights you won't find anywhere else. It reveals how a series of concepts and techniques coming from current research in artificial life and modern control theory can be applied to the design of effective trading systems that outperform the majority of published trading systems. It also skillfully provides you with essential information on the practical coding and implementation of a scalable systematic trading architecture.

Based on years of practical experience in building successful research and infrastructure processes for purpose of trading at several frequencies, this book is designed to be a comprehensive guide for understanding the theory of design and the practice of implementation of an automated systematic trading process at an institutional scale.

Discusses several classical strategies and covers the design of efficient simulation engines for back and forward testing
Provides insights on effectively implementing a series of distributed processes that should form the core of a robust and fault-tolerant automated systematic trading architecture
Addresses trade execution optimization by studying market-pressure models and minimization of costs via applications of execution algorithms

Engaging and informative, Proprietary Automated Trading covers the most important aspects of this endeavor and will put you in a better position to excel at it.
关键词:Professional Profession Automated Practice Trading

professional_automated_trading.pdf

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Professional Automated Trading: Theory and Practice

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frankickk 发表于 2014-2-14 00:35:30 |显示全部楼层
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datainsh 发表于 2015-4-22 17:44:56 |显示全部楼层
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墨者89 在职认证  发表于 2015-4-23 15:42:29 |显示全部楼层
资料很不错,鼓励发帖!
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fwushi888 发表于 2015-6-1 23:36:35 |显示全部楼层
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来点实在滴,谢谢啊
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