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Pairs Trading : Quantitative Methods and Analysis

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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/Pairs-Trading-Quantitative-Methods-and-Analysis-c761a5c4c9bf06ef.md

Pairs Trading : Quantitative Methods and Analysis 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。

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。

Ganapathy Vidyamurthy、Vidyamurth；2004-8-16。

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