Study note
Quantitative Trading: How to Build Your Own Algorithmic Trading Business : How to Build Your Own Algorithmic Trading Business (2nd Ed)
Properties
- Type
- Books
- Status
- 想读
- Domain
- Quant
- Category
- 量化交易、算法交易与机器学习
- Source
- book.douban.com
- Vault note
library/books/quant/Quantitative-Trading-How-to-Build-Your-Own-Algorithmic-Trading-Business-How-to-B-085f03a0ad81ed68.md
Summary
Quantitative Trading: How to Build Your Own Algorithmic Trading Business : How to Build Your Own Algorithmic Trading Business (2nd Ed) 关注量化策略研究、机器学习信号、回测流程、算法交易和实盘化约束。
Highlights
适合把数据科学方法接入交易研究，同时提醒读者关注过拟合、交易成本和样本外验证。
Notes
Ernest P. Chan；2021-6-27。
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