一本算法交易实务的书Quantitative Trading :How to Build Your Own Algorithmic

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<P>很务实的一本书,现在太穷了,只好卖点书了! </P>
<P>C H A P T E R 1<BR>The Whats,Whos, and Whys of Quantitative Trading</P>
<P>CH A P T E R 2<BR>Fishing for Ideas</P>
<P>C H A P T E R 3<BR>Backtesting</P>
<P>........</P>
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<P> 311288.pdf (3.54 MB, 需要: 10 个论坛币)

2009-4-3 14:14:00 上传

一本算法交易实务的书Quantitative Trading :How to Build Your Own Algorithmic Trading Busin
需要: 10 个论坛币  [购买]

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<P align=right><FONT color=#000066>[此贴子已经被作者于2009-4-6 12:44:37编辑过]</FONT></P>
<P align=right><FONT color=#000066></FONT> </P>
<P align=right><FONT color=#000066></FONT> </P>
<P align=left><FONT color=#000066>Preface<BR>Acknowledgments<BR>CHAPTER1TheWhats,Whos,andWhysofQuantitative<BR>Trading<BR>WhoCanBecomeaQuantitativeTrader?<BR>TheBusinessCaseforQuantitativeTrading<BR>Scalability<BR>DemandonTime<BR>TheNonnecessityofMarketing<BR>TheWayForward<BR>CHAPTER2FishingforIdeas<BR>HowtoIdentifyaStrategyThatSuitsYou<BR>YourWorkingHours<BR>YourProgrammingSkills<BR>YourTradingCapital<BR>YourGoal<BR>ATasteforPlausibleStrategiesandTheirPitfalls<BR>HowDoesItComparewithaBenchmarkandHowConsistent<BR>AreItsReturns?<BR>HowDeepandLongIstheDrawdown?<BR>HowWillTransactionCostsAffecttheStrategy?<BR>DoestheDataSufferfromSurvivorshipBias?<BR>HowDidthePerformanceoftheStrategyChangeovertheYears?<BR>DoestheStrategySufferfromData-SnoopingBias?<BR>DoestheStrategy“FlyundertheRadar"ofInstitutional<BR>MoneyManagers?<BR>Summary<BR>CHAPTER3Backtesting<BR>CommonBacktestingPlatforms<BR>Excel<BR>MATLAB<BR>TradeStation<BR>High-EndBacktestingPlatforms<BR>FindingandUsingHistoricalDatabases<BR>AretheDataSplitandDividendAdjusted?<BR>AretheDataSurvivorshipBiasFree?<BR>DoesYourStrategyUseHighandLowData?<BR>PerformanceMeasurement<BR>CommonBacktestingPitfallstoAvoid<BR>Look-AheadBias<BR>Data-SnoopingBias<BR>TransactionCosts<BR>StrategyRefinement<BR>Summary<BR>CHAPTER4SettingUpYourBusiness<BR>BusinessStructure:RetailorProprietary?<BR>ChoosingaBrokerageorProprietaryTradingFirm<BR>PhysicalInfrastructure<BR>Summary<BR>CHAPTER5ExecutionSystems<BR>WhatanAutomatedTradingSystemCanDoforYou<BR>BuildingaSemiautomatedTradingSystem<BR>BuildingaFullyAutomatedTradingSystem<BR>MinimizingTransactionCosts<BR>TestingYourSystembyPaperTrading<BR>WhyDoesActualPerformanceDivergefromExpectations?<BR>Summary<BR>CHAPTER6MoneyandRiskManagement<BR>OptimalCapitalAllocationandLeverage<BR>RiskManagement<BR>PsychologicalPreparedness<BR>Summary<BR>Appendix:ASimpleDerivationoftheKellyFormulawhen<BR>ReturnDistributionIsGaussian<BR>CHAPTER7SpecialTopicsinQuantitativeTrading<BR>Mean-RevertingversusMomentumStrategies<BR>RegimeSwitching<BR>StationarityandCointegration<BR>FactorModels<BR>WhatIsYourExitStrategy?<BR>SeasonalTradingStrategies<BR>High-FrequencyTradingStrategies<BR>IsItBettertoHaveaHigh-Leverageversus<BR>aHigh-BetaPortfolio?<BR>Summary<BR>CHAPTER8Conclusion:CanIndependentTraders<BR>Succeed?<BR>NextSteps<BR>AppendixAQuickSurveyofMATLAB<BR>Bibliography<BR>AbouttheAuthor<BR>Index</FONT></P>

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关键词：Quantitative QUANTITATIV Algorithmic Algorithm Trading

it is a little expensive

Good book. Thanks.

谢谢上传辛苦啦！

很有用的书，推荐

很贵啊...
希望能有帮助...

不错，09年的

很有用的书，推荐

1# mardonjuan

楼主在研究算法交易吗？  是做研究还是工作？

有点贵，但还是买了，看看。