Study note

Algorithmic Trading : Winning Strategies and Their Rationale

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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/Algorithmic-Trading-Winning-Strategies-and-Their-Rationale-fed74b3c494c78ed.md

Summary

Algorithmic Trading : Winning Strategies and Their Rationale 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。

Highlights

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。

Notes

Ernie Chan；2013-5-28。

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