With all of the changes in communications, technology, and trading styles, a thorough and comprehensive working knowledge of how to properly design and test strategies has never been more important than it has become in today’s extremely competitive markets. That’s why Robert Pardo has created The Evaluation and Optimization of Trading Strategies, Second Edition . For anyone p...(展开全部)

With all of the changes in communications, technology, and trading styles, a thorough and comprehensive working knowledge of how to properly design and test strategies has never been more important than it has become in today’s extremely competitive markets. That’s why Robert Pardo has created The Evaluation and Optimization of Trading Strategies, Second Edition . For anyone p...(展开全部)

《交易策略百科全书》目录 前言 导言 一个完整的机械交易系统的应该是什么样的？ 如何才算是良好的进场点和出场点？ 系统开发的科学方法、如此方法所需的工具和资料。 第一部分 交易的工具 导言 第一章 数据 数据的类别 数据的时间周期 数据的品质 数据源及数据提供商 第二章 模拟器 模拟器的种类 模拟器的程序化 模拟器输出： 绩效总结报告 逐笔交易报告 模拟器的性能表现：速度、容量、复杂运算能力。 模拟器的可靠性 选择合适的模拟器 本书所用到的模拟器 第三章 优化器和优化过程 优化器的使用 优化器如何工作 优化的分类： 基于经验感觉的优化 全市场遍历优化 受控制优化 遗传算法优化 模拟退火优化 解析优化器 线性设计优化 无效优化的几个原因： 样本量太少 参数集过大 变量无验证 有效优化的几个前提： 样本量要大 交易系统的够成条件及参数数量要少 变量要验证...(展开全部)

《交易策略百科全书》目录 前言 导言 一个完整的机械交易系统的应该是什么样的？ 如何才算是良好的进场点和出场点？ 系统开发的科学方法、如此方法所需的工具和资料。 第一部分 交易的工具 导言 第一章 数据 数据的类别 数据的时间周期 数据的品质 数据源及数据提供商 第二章 模拟器 模拟器的种类 模拟器的程序化 模拟器输出： 绩效总结报告 逐笔交易报告 模拟器的性能表现：速度、容量、复杂运算能力。 模拟器的可靠性 选择合适的模拟器 本书所用到的模拟器 第三章 优化器和优化过程 优化器的使用 优化器如何工作 优化的分类： 基于经验感觉的优化 全市场遍历优化 受控制优化 遗传算法优化 模拟退火优化 解析优化器 线性设计优化 无效优化的几个原因： 样本量太少 参数集过大 变量无验证 有效优化的几个前提： 样本量要大 交易系统的够成条件及参数数量要少 变量要验证...(展开全部)

An A to Z options trading guide for the new millennium and the new economy Written by professional trader and quantitative analyst Euan Sinclair, Option Trading is a comprehensive guide to this discipline covering everything from historical background, contract types, and market structure to volatility measurement, forecasting, and hedging techniques. This comprehen...(展开全部)

An A to Z options trading guide for the new millennium and the new economy Written by professional trader and quantitative analyst Euan Sinclair, Option Trading is a comprehensive guide to this discipline covering everything from historical background, contract types, and market structure to volatility measurement, forecasting, and hedging techniques. This comprehen...(展开全部)

Praise for Algorithmic Trading: "Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life with actual trading strategies, which give the reader insight into how ...(展开全部)

Praise for Algorithmic Trading: "Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life with actual trading strategies, which give the reader insight into how ...(展开全部)