周围很多策略开发者仍然在使用matlab! Quantitative Trading是E.P CHAN的第一本书,在外网有响应的网站和博客,博客里面也有不少有趣的策略,后期我也会做一个优秀的搬用工,争取把这个博客的内容搬到知乎来。 第一章:The Whats,Whos,and Whys of Quantitative Trading 量化交易是什么? 量化交易也被称作算法交易,各类...
《The Complete Guide to Trading》是一本全面的“交易入门宝典”,为量化金融领域提供了深入且细致的讲解。 书中内容涵盖了各类资产、市场种类的多样性,包括固定收益市场、货币市场、股票… CodeCrafter 量化交易入门书籍-Quantitative Trading how to Build Your Own Algorithmic Trading Business 01 风口上的交...发表...
我的第一本量化入门书籍之前先看的是《打开量化的黑箱》,但是看不太下,于是换成这本这本比《打开量化的黑箱》好太多了。《打开量化的黑箱》说得太虚了,不适合没入门的人本书说的都是实际的情况,让没接触过量化的人很容易理解而且是从个人交易者的角度来说的,贴合实际,而且能给个人从事量化交易提供信心里面的编...
Quantitative Trading (How to Build Your Own Algorithmic Trading Business) || Bibliography Chan,P Ernest 被引量: 0发表: 2012年 Algorithmic Trading and the Market for Liquidity We examine the role of algorithmic traders (AT) in liquidity supply and demand in the 30 DAX stocks on the Deutsche ...
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 tim...
Quantitative trading strategies can generally be classified into one of the following types: Momentum:Momentum strategy is based on identifying and following a price trend in the market. It is based on the premise that an asset price that is moving strongly in a direction will continue to move ...
按通常的做法,尝试不同的建仓、清仓交易日,来判断是否有此偏差。记住,有经济意义的季节性交易策略才值得考虑,而汽油和天然气交易很符合这一条。 [注:熊刚、刘强译编自Ernest P. Chan (2009). Quantitative Trading: How to Build Your Own Algorithmic Trading Business. John Wiley & Sons] 原文链接:...
当当网图书频道在线销售正版《Quantitative Trading: How To Build Your Own Algorithmic Trading Business量化交易:如何建立自己的算法交易》,作者:Ernie Chan 著,出版社:。最新《Quantitative Trading: How To Build Your Own Algorithmic Trading Business量化交
Quantitative Trading: How to Build Your Own Algorithmic Trading Business Written by Ernie Chan Rating Useful Original Readable Average Review This is the first book from Ernie Chan that turns into a surprise hit during the initial craze for everything “algo”. ...
The computational power has increased while the prices of both data and hardware have fallen. Hence, technological progress enables many traders to work from home using cheap software, the Internet, and VPNs. Related Reading:The History of quantitative trading ...