Systematic Trading 在線電子書 圖書標籤: 金融 交易 量化交易 Trade 量化 trading 英文書 Finance
發表於2024-12-23
Systematic Trading 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
以專業眼光來看,作者對程序化交易大概念下的框架總結有條理夠清晰,算是同類書籍中齣類拔萃的入門書籍。不足之處在於因為基於作者經驗,缺少寫書時間點已興起,現已逐漸替代傳統因子投資方式的機器學習大數據以及引申內容。
評分市麵上講交易的書,要麼是過於關注幾種策略但是又講不齣個所以然,要麼是深度探尋筆者心路曆程最後搞得神神叨叨。都忽視瞭交易的核心問題,不論你是量化交易還是主觀交易,組閤應該如何構建?跨資産如何配置?頭寸該開多大?Rob用統計學和數學給齣瞭答案。
評分4.5/5, overfitting and backtesting methods 講得不錯。sizing部分not sure if it is applicable but thorough framework。Need to revisit the appendix and the last three chapters
評分Have no choice but to admit I am not a trading type of person, decided to put my time and energy into other aspects. Good to discover.
評分以專業眼光來看,作者對程序化交易大概念下的框架總結有條理夠清晰,算是同類書籍中齣類拔萃的入門書籍。不足之處在於因為基於作者經驗,缺少寫書時間點已興起,現已逐漸替代傳統因子投資方式的機器學習大數據以及引申內容。
Robert Carver worked in the City of London for over a decade. He initially traded exotic derivative products for Barclays investment bank and then worked as a portfolio manager for AHL - one of the world's largest systematic hedge funds - before, during and after the global financial meltdown of 2008. He was responsible for the creation of AHL's fundamental global macro strategy and then managed the fund's multi-billion dollar fixed income portfolio before retiring from the industry in 2013. Robert, who has bachelors and masters degrees in Economics, now systematically trades his own portfolios of futures and equities.
This is not just another book with yet another trading system. This is a complete guide to developing your own systems to help you make and execute trading and investing decisions. It is intended for everyone who wishes to systematise their financial decision making, either completely or to some degree. Author Robert Carver draws on financial theory, his experience managing systematic hedge fund strategies and his own in-depth research to explain why systematic trading makes sense and demonstrates how it can be done safely and profitably. Every aspect, from creating trading rules to position sizing, is thoroughly explained. The framework described here can be used with all assets, including equities, bonds, forex and commodities. There is no magic formula that will guarantee success, but cutting out simple mistakes will improve your performance. You'll learn how to avoid common pitfalls such as over-complicating your strategy, being too optimistic about likely returns, taking excessive risks and trading too frequently. Important features include: - The theory behind systematic trading: why and when it works, and when it doesn't. - Simple and effective ways to design effective strategies. - A complete position management framework which can be adapted for your needs. - How fully systematic traders can create or adapt trading rules to forecast prices. - Making discretionary trading decisions within a systematic framework for position management. - Why traditional long only investors should use systems to ensure proper diversification, and avoid costly and unnecessary portfolio churn. - Adapting strategies depending on the cost of trading and how much capital is being used. - Practical examples from UK, US and international markets showing how the framework can be used. Systematic Trading is detailed, comprehensive and full of practical advice. It provides a unique new approach to system development and a must for anyone considering using systems to make some, or all, of their investment decisions.
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Systematic Trading 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024