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Algorithmic Trading and DMA : An introduction to direct access trading strategies

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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/Algorithmic-Trading-and-DMA-An-introduction-to-direct-access-trading-strategies-fbf9204efa67dc1b.md

Algorithmic Trading and DMA : An introduction to direct access trading strategies 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。

Barry Johnson；2010-2-17。

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