# Overview
很不错的入门书籍.
# Review
以下评论[1]
Quantitative Trading by Ernest Chan - This is one of my favourite finance books. Dr. Chan provides a great overview of the process of setting up a "retail" quantitative trading system, using MatLab or Excel. He makes the subject highly approachable and gives the impression that "anyone can do it". Although there are plenty of details that are skipped over (mainly for brevity), the book is a great introduction to how algorithmic trading works. He discusses alpha generation ("the trading model"), risk management, automated execution systems and certain strategies (particularly momentum and mean reversion). This book is the place to start.
书本源码下载: http://wiki.dreamrunner.org/public_html/Books%20Review/Quantitative-Trading-How-to-Build-Your-Own-Algorithmic-Trading-Business/files/QuantitativeTrading.tar.gz
# More
Algorithmic Trading by Ernest Chan[2] - This is the second book by Dr. Chan. In the first book he eluded to momentum, mean reversion and certain high frequency strategies. This book discusses such strategies in depth and provides significant implementation details, albeit with more mathematical complexity than in the first (e.g. Kalman Filters, Stationarity/Cointegration, CADF etc). The strategies, once again, make extensive use of MatLab but the code can be easily modified to C++, Python/pandas or R for those with programming experience. It also provides updates on the latest market behaviour, as the first book was written a few years back.
[1] http://www.quantstart.com/articles/Top-5-Essential-Beginner-Books-for-Algorithmic-Trading
[2] http://book.douban.com/subject/20559989/
不错的入门书籍
《量化交易》热门书评
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量化投资的优势:系统和逻辑——一如本书
23有用 0无用 Kind Xie 2015-02-27
假期里拜读了这本14年出的量化专著,感觉很有必要做一下总结,故胡言乱语如下:1.首先本书不太值得购买,为什么?因为不到200页,电子版不仅很清晰,而且可以照着书中的Matlab敲代码。这也是本书最大的亮点,可以从一个专业从业者的角度窥探对代码如何处理,特别是在向量化回测那一块2.其次该书的逻辑很清晰...
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Take Home Points
2有用 0无用 VeraTulips 2015-12-30
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。怎么选择看你自己的时间,精力和水平吧。作者认为量化...
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推荐新手阅读
0有用 0无用 walrus 2012-08-18
没有quant trading model, 讲了很多基础的东西。 有些非常实用。 对新手应该有扫盲的作用。特别喜欢用matlab的,有很多小方法提供。可以尝试。总之,讲了很多基础的东西。...
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不错的入门书籍
0有用 0无用 Reading 2014-09-14
# Overview很不错的入门书籍.# Review以下评论[1]Quantitative Trading by Ernest Chan - This is one of my favourite finance books. Dr. Chan provides a great overview ...
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A good one for a starter
0有用 0无用 Victor Derbobo 2015-05-01
If you wish to be a quant, and yet you are very new of this area, with not enough knowledge, I think this book is quite a good one for you to start wi...
书名: 量化交易
作者: [美] 欧内斯特·陈
出版社: 东北财经大学出版社
副标题: 如何建立自己的算法交易事业
译者: 黄嵩
出版年: 2014-1-1
页数: 157
定价: 28
装帧: 平装
丛书: 金融瞭望译丛
ISBN: 9787565413254