出版社: Wiley
副标题: How to Build Your Own Algorithmic Trading Business (2nd Ed)
出版年: 2021-6-27
页数: 256
定价: USD 49.95
装帧: Hardcover
ISBN: 9781119800064
内容简介 · · · · · ·
Master the lucrative discipline of quantitative trading with this insightful handbook from a master in the field
In the newly revised Second Edition of Quantitative Trading: How to Build Your Own Algorithmic Trading Business, quant trading expert Dr. Ernest P. Chan shows you how to apply both time-tested and novel quantitative trading strategies to develop or improve your own t...
Master the lucrative discipline of quantitative trading with this insightful handbook from a master in the field
In the newly revised Second Edition of Quantitative Trading: How to Build Your Own Algorithmic Trading Business, quant trading expert Dr. Ernest P. Chan shows you how to apply both time-tested and novel quantitative trading strategies to develop or improve your own trading firm.
You'll discover new case studies and updated information on the application of cutting-edge machine learning investment techniques, as well as:
Updated back tests on a variety of trading strategies, with included Python and R code examples
A new technique on optimizing parameters with changing market regimes using machine learning.
A guide to selecting the best traders and advisors to manage your money
Perfect for independent retail traders seeking to start their own quantitative trading business, or investors looking to invest in such traders, this new edition of Quantitative Trading will also earn a place in the libraries of individual investors interested in exploring a career at a major financial institution.
作者简介 · · · · · ·
Dr. Ernest P. Chan, is an expert in the application of statistical models and software for trading currencies, futures, and stocks. He manages a hedge fund and SMAs at QTS Capital Management, LLC. and a financial machine learning SaaS Predictnow.ai. Dr. Chan has built and traded numerous quantitative models for investment banks and hedge funds in the past. He has served individ...
Dr. Ernest P. Chan, is an expert in the application of statistical models and software for trading currencies, futures, and stocks. He manages a hedge fund and SMAs at QTS Capital Management, LLC. and a financial machine learning SaaS Predictnow.ai. Dr. Chan has built and traded numerous quantitative models for investment banks and hedge funds in the past. He has served individual and institutional clients in Australia, Canada, China, France, India, Israel, Italy, Russia, Singapore, South Africa, the United Kingdom, and the United States since 2006.
Quantitative Trading: How to Build Your Own Algorithmic Trading Business的书评 · · · · · · ( 全部 12 条 )
量化投资的优势:系统和逻辑——一如本书
Take Home Points
这篇书评可能有关键情节透露
量化交易。副标题叫:如何建立你自己的算法交易买卖。 我觉得副标题基本上就概括了这本书的主要内容了。作者很具体的说了如何建立你自己的算法交易买卖。你可以通过两种途径做算法交易,一种是成为独立交易者,就是散户,自己买卖,一种就是去自营部门,给机构做交易员。怎么... (展开)非常不错的入门(坑)类读物
这篇书评可能有关键情节透露
首先,作者三观很正。即拥有市场直觉,又有扎实的数学/金融基础,把交易当做一门科学来对待,语言也比较通俗易懂,对于想入行(坑)的童鞋们来说,是非常棒的一本书。 先说说读完一篇脑海里还剩的东西: 1、策略容量是策略收益的灵魂,规模是小资金的优势,机构的噩梦。 2、留... (展开)量化交易如何建立自己的算法交易事业
很适合入门量化的书籍
A good one for a starter
> 更多书评 12篇
论坛 · · · · · ·
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订阅关于Quantitative Trading: How to Build Your Own Algorithmic Trading Business的评论:
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2 有用 望远观微 2023-07-07 15:57:05 广东
相对于很多量化入门书,给这本五颗星。英文简单易懂,穿插着作者曾经在投行和hedge fund的经历。虽然具体策略部分有点蜻蜓点水,但作为入门介绍书做到这样也可以了。比如SVM,具体可以再参考其他资料。个人认为这本书最大的一个优点是,不断鼓励个人破除对量化交易的畏惧,建立信心,由简单入门,循序渐进。
0 有用 开大火翻炒均匀 2022-04-02 19:46:55
useful for independent trader
2 有用 望远观微 2023-07-07 15:57:05 广东
相对于很多量化入门书,给这本五颗星。英文简单易懂,穿插着作者曾经在投行和hedge fund的经历。虽然具体策略部分有点蜻蜓点水,但作为入门介绍书做到这样也可以了。比如SVM,具体可以再参考其他资料。个人认为这本书最大的一个优点是,不断鼓励个人破除对量化交易的畏惧,建立信心,由简单入门,循序渐进。
0 有用 开大火翻炒均匀 2022-04-02 19:46:55
useful for independent trader