Advanced Algorithmic Trading

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这里有一本描写计量经济学的书籍，感觉挺好的，分享给大家
ADVANCED  ALGORITHMIC  TRADING Bayesian Statistics, Time Series Analysis and Machine Learning for Profitable Trading Strategies

作者 Michael L. Halls-Moore


目录如下：

I Introduction 1

1Introduction To Advanced Algorithmic Trading . . . . . . . . . . . . . . . . .3

II BayesianStatistics 9

2 Introduction to Bayesian Statistics . . . . . . . . . . . . . . . . . . . . . .. . . 11

3 Bayesian Inference of a Binomial Proportion . . . . . . . . . . . . . . . . . . . 19

4 Markov Chain Monte Carlo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .29

5 Bayesian Linear Regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .39

III TimeSeries Analysis 49

6 Introduction to Time Series Analysis . . . . . . . . . . . . . . . . . . . . .. . . 51

7 Serial Correlation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . 55

8 Random Walks and White Noise Models . . . . . . . . . . . . . . . . . . . . . . 65

9 Autoregressive Moving Average Models . . . . . . . . . . . . . . . . . . . . .. 75

10 Autoregressive Integrated Moving Average and Conditional Heteroskedastic Models

. . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .109

11 State Space Models and the Kalman Filter . . . . . . . . . . . . . . . . . . . . 127

IV Statistical Machine Learning 133

12 Model Selection and Cross-Validation . . . . . . . . . . . . . . . . . . . . . . .135

13 Kernel Methods and SVMs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .157

V Quantitative Trading Strategies 189

14 Introduction to QSTrader . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . 191

15 ARIMA+GARCH Trading Strategy on Stock Market Indexes Using R . . . 195

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关键词：Algorithmic Algorithm Advanced Trading ADVANCE Michael 经济学 Series 书籍

这个价格...

这。。。楼主好歹也贴个目录出来嘛

The final complete version of 'Advanced Algorithmic Trading' will be released late 2016. I'm currently still writing some of the material, as well as the R and Python code. By pre-ordering the 'rough cut' you'll gain access to updates as they appear and the full book upon release.

taiguileba

求问有full source code 么？

code 有没有？