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【信号与噪声（英文原版）】 【Nate Silver】
【The Signal and the Noise: Why Most Predictions Fail but Some Don't 】
【编辑推荐】
从海量的大数据中筛选出真正的信号，
“黑天鹅”事件也可提前预知！
“本书将成为未来十年内最重要的书籍之一。”——《纽约时报》
“对于每一个关心下一刻可能会发生什么的人来说，这都是本必读书。”——理查德•泰勒
《华尔街日报》2012年度10本最佳非虚构类图书之一
《经济学人》杂志2012年度书籍
亚马逊网站2012年度10本最佳非虚构类图书之一
长踞《纽约时报》畅销书排行榜达6个月之久
Nate_Silver_The_Signal_and_the_Noise.pdf
(9.86 MB, 需要: 20 个论坛币)
【Active Portfolio Management（英文原版）】 【Richard Grinold / Ronald Kahn 】
【编辑推荐】
"This new edition of Active Portfolio Management continues the standard of excellence established in the first edition, with new and clear insights to help investment professionals." -William E. Jacques, Partner and Chief Investment Officer, Martingale Asset Management. "Active Portfolio Management offers investors an opportunity to better understand the balance between manager skill and portfolio risk. Both fundamental and quantitative investment managers will benefit from studying this updated edition by Grinold and Kahn." -Scott Stewart, Portfolio Manager, Fidelity Select Equity (R) Discipline Co-Manager, Fidelity Freedom (R) Funds. "This Second edition will not remain on the shelf, but will be continually referenced by both novice and expert. There is a substantial expansion in both depth and breadth on the original. It clearly and concisely explains all aspects of the foundations and the latest thinking in active portfolio management." -Eric N. Remole, Managing Director, Head of Global Structured Equity, Credit Suisse Asset Management. Mathematically rigorous and meticulously organized, Active Portfolio Management broke new ground when it first became available to investment managers in 1994. By outlining an innovative process to uncover raw signals of asset returns, develop them into refined forecasts, then use those forecasts to construct portfolios of exceptional return and minimal risk, i.e., portfolios that consistently beat the market, this hallmark book helped thousands of investment managers. Active Portfolio Management, Second Edition, now sets the bar even higher. Like its predecessor, this volume details how to apply economics, econometrics, and operations research to solving practical investment problems, and uncovering superior profit opportunities. It outlines an active management framework that begins with a benchmark portfolio, then defines exceptional returns as they relate to that benchmark. Beyond the comprehensive treatment of the active management process covered previously, this new edition expands to cover asset allocation, long/short investing, information horizons, and other topics relevant today. It revisits a number of discussions from the first edition, shedding new light on some of today's most pressing issues, including risk, dispersion, market impact, and performance analysis, while providing empirical evidence where appropriate. The result is an updated, comprehensive set of strategic concepts and rules of thumb for guiding the process of-and increasing the profits from-active investment management.
Active Portfolio Management(2ed.Grinold,Kahn).pdf
(5.39 MB, 需要: 20 个论坛币)
【波动率交易（英文原版）】【Euan Sinclair】
【Volatility Trading】
【编辑推荐】
《量化投资与对冲基金丛书:波动率交易》作者尤安·辛克莱认为，成功交易的核心是构建一套统一的流程。首先，你必须有一个目标，然后找到较为明确的在统计意义上有优势的交易机会并捕捉相应的盈利机会，最后根据目标来确定交易量的规模。你所做的其他一切事情都必须在这个框架内进行。 书中，辛克莱提供了一套用来测算波动率的数量化模型，从而使你能够在每目的期权交易中获利。通过简单易懂的方法，他向交易员展示了期权定价、波动率测算、对冲、资金管理和交易评估等方面的基础知识。此外，辛克莱还阐述了交易中涉及心理学的相关内容，包括两个方面，即行为心理学是如何产生有利于交易员的市场条件的，以及是如何让他们误入歧途的。他同时还指出，心理偏差很有可能是为波动率交易员带来优势的背后的驱动力。
辛克莱解释说，你要将自己的目标定义得尽可能清楚明白、简单易懂。如果你不能用一句话来阐述目标，那你可能还不完全清楚自己的目标是什么。这同样适用于基于统计学检验的交易机会。如果你并不明确知道交易机会在哪里，就根本不应该开始交易。作者同时指出，除了要对潜在的交易进行数值分析外，你还应该知道如何识别并评估出隐含波动率处于当前水平的原因，也就是为何存在盈利机会的原因。同时也意味着这是比时事新闻、行业趋势以及行为心理学更重要的一点。最后，辛克莱强调了交易员为何必须精准地确定交易量规模的原因。而这意味着要在交易目标的框架下，对每一笔交易的预计收益和风险进行评估。
作者最后总结到，我们要留意那些看上去平常的东西，比如出色的交易执行软件、舒服的办公环境以及充足的睡眠。知识是盈利的根本来源。所以，当其他条件都相同时，知识越渊博的交易员越会取得成功。《量化投资与对冲基金丛书:波动率交易》及附赠的CD—ROM便能够提供你所需的相关知识。CD—ROM中包含的电子表格可以用来帮助你预测波动率，并在模拟环境中评估交易。
Volatility Trading.pdf
(1.85 MB, 需要: 20 个论坛币)
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