[公告] 151 Trading Strategies [推广有奖]

2关注
47粉丝

学科带头人

42%

还不是VIP/贵宾

威望: 1 级
论坛币: 230361 个
通用积分: 1444.8920
学术水平: 137 点
热心指数: 164 点
信用等级: 165 点
经验: 36058 点
帖子: 701
精华: 0
在线时间: 1382 小时
注册时间: 2018-11-16
最后登录: 2024-4-26

楼主

zhangke0987 发表于 2019-4-5 22:03:46 |只看作者 |坛友微信交流群|倒序 |AI写论文

相似文件

换一批

是否 +2 论坛币

k人参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

书名: 151 Trading Strategies
作者: Zura Kakushadze & Juan Andrés Serur
出版: Springer International Publishing
出版日期: 2018
页数: 480
语言: 英语

The book provides detailed descriptions, including more than 550 mathematical formulas, for more than 150 trading strategies across a host of asset classes and trading styles. These include stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured assets, volatility, real estate, distressed assets, cash, cryptocurrencies, weather, energy, inflation, global macro, infrastructure, and tax arbitrage. Some strategies are based on machine learning algorithms such as artificial neural networks, Bayes, and k-nearest neighbors.

The book also includes source code for illustrating out-of-sample backtesting, around 2,000 bibliographic references, and more than 900 glossary, acronym and math definitions. The presentation is intended to be descriptive and pedagogical and of particular interest to finance practitioners, traders, researchers, academics, and business school and finance program students.