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Quantitative Trading : How To Build Your Own Algorithmic Trading Business

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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-2d12341ddd099164.md

Quantitative Trading : How To Build Your Own Algorithmic Trading Business 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。

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。

Ernie Chan；2008年11月。

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