Study note
Quantitative Momentum : A Practitioner's Guide to Building a Momentum-Based Stock Selection System
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-Momentum-A-Practitioner's-Guide-to-Building-a-Momentum-Based-Stock--81aae8662ebaa75f.md
Summary
Quantitative Momentum : A Practitioner's Guide to Building a Momentum-Based Stock Selection System 是量化交易、算法交易与机器学习方向的读物，围绕量化策略研究、回测、算法交易、机器学习、数据处理和交易系统实现展开。
Highlights
适合把编程能力转化为策略研究流程，重点关注信号、回测偏差、执行和实盘约束。
Notes
Wesley R. Gray、Jack R. Vogel；2016-10-3。
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