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Machine Trading
Ernest P. Chan
出版社
Wiley
出版时间
2017-01-24
ISBN
9781119219606
评分
★★★★★
标签
量化
量化交易
Quant
量化投资
用户评论
ernie懂的东西真多。。和标题相关的其实就AI那一章,而且我怀疑也不怎么能用到trading上。 书里还是提到了不少信息,有空再看看
课本是讲的金融市场,Efficiently Ineffcient概括了各类交易风格,这本书则说了quant到底怎么交易的,属于看了就想动手一起算的书,很好。以后有机会再读
写的还可以,有交易经验的人可能更容易看进去。
nice intro
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