读书笔记 配对交易 Algorithmic trading winning strategies and their rationale 读书笔记 配对交易的前提是找到两支或多支股票之间有cointegration的关系,使得他们的线性关系组成的时间序列是稳态过程。例如下图两支ETF:EWA和EWC走势虽然都是随机游走,但相互之间走势非常暧昧。 把EWA作为X轴,EWC作为Y轴,画出的图形显示...
Algorithmic Trading: Winning Strategies and Their Rationale Systematic Trading: A unique new method for designing trading and investing systems Smart Portfolio: A practical guide to building and maintaining investment portfolios 从业人员,利益无关。推荐一下我走的路线。这些书都是实际从业老兵写的,内容都是...
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Algorithmic Trading 作者:Ernie Chan 出版社:Wiley 副标题:Winning Strategies and Their Rationale 出版年:2013-5-28 页数:224 定价:USD 75.00 装帧:Hardcover ISBN:9781118460146 豆瓣评分 8.9 67人评价 5星 44.8% 4星 38.8% 3星 16.4% 2星 0.0% 1星...
(Wiley Trading) Ernie Chan-Algorithmic Trading_ Winning Strategies and Their Rationale-Wiley (2013) 星级: 225 页 Algorithmic Trading_ Winning Strategies and Their Rationale (Wiley Trading) -Wiley (2013) 星级: 225 页 Wiley Algorithmic Trading, Winning Strategies And Their Rationale (2013) 星...
Winning Strategies and Their Rationale. Wiley Trading Web Address: http://.researchandmarkets/reports/2516987/ Office Code: SCATP6O2 Quantity Hard Copy (Hard Back): USD 93 + USD 27 Shipping/Handling Title: Mr Mrs Dr Miss Ms Prof First Name: Last Name: Email Address: * Job Title: ...
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We also delve into risk management in algorithmic trading, optimization techniques, backtesting algorithmic trading strategies, and data acquisition and more. This comprehensive guide is your go-to resource, offering expert-driven insights in a straightforward manner. Let us find out more about algo ...
Algorithmic trading: winning strategies and their rationale. (Vol. 625). John Wiley & Sons.Ernie Chan. Algorithmic Trading: Winning Strategies and Their Rationale, volume 625. John Wiley & Sons, 2013.Chan, Ernie. 2013. Algorithmic Trading: Winning Strategies and Their Rationale. 1st ed. Wiley ...
Algorithmic Trading: Winning Strategies and Their Rationale Written by Ernie Chan Rating Useful Original Readable Average Review This book is very different from Mr. Chan’s first book on quantitative trading. Unlike the first one, this book deals with the technical details of algo trading. This ...