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Successful Algorithmic Trading

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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: goodreads.com
Vault note: library/books/quant/Successful-Algorithmic-Trading-60c6ace60f2ec9b8.md

Successful Algorithmic Trading 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。

Halls-Moore, Michael L.。

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Algorithmic and High-Frequency Trading Books · 量化交易、算法交易与机器学习
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Algorithmic Trading and DMA : An introduction to direct access trading strategies Books · 量化交易、算法交易与机器学习

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