[教材书籍] 量化交易 & 算法交易 - Ernest P. Chan (English Version) [推广有奖]

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发表于 2015-11-13 21:10:30 |AI写论文

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『更新』2016.01.12更新：添加书中案例所需的相关代码和股票历史资料以及相关文献等内容

『书籍』量化交易(Quantitative Trading) & 算法交易(Algorithmic Trading) 入门两部曲
『来源』香港中文大学数据库

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Quantitative Trading (How to Build Your Own Algorithmic Trading Business) - Ernest P. Chan

CHAPTER 1 The Whats, Whos, and Whys of Quantitative Trading
CHAPTER 2 Fishing for Ideas
CHAPTER 3 Backtesting
CHAPTER 4 Setting Up Your Business
CHAPTER 5 Execution Systems
CHAPTER 6 Money and Risk Management
CHAPTER 7 Special Topics in Quantitative Trading
CHAPTER 8 Conclusion: Can Independent Traders Succeed?

Resource：89 relevant learning materials & 14 relevant articles

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Algorithmic Trading (Winning Strategies and Their Rationale) - Ernest P. Chan

CHAPTER 1 Backtesting and Automated Execution
CHAPTER 2 The Basics of Mean Reversion
CHAPTER 3 Implementing Mean Reversion Strategies
CHAPTER 4 Mean Reversion of Stocks and ETFs
CHAPTER 5 Mean Reversion of Currencies and Futures
CHAPTER 6 Interday Momentum Strategies
CHAPTER 7 Intraday Momentum Strategies
CHAPTER 8 Risk Management

Resource：59 relevant learning materials