Hands-On Machine Learning for Algorithmic Trading 最新版

量化投资的入门书籍，帮助我们快速了解量化交易的基本原理，介绍量化交易系统的运行机制，有助于理解和编写量化投资策略

程序化交易 这是一本程序化交易的好书 ， 尤其对于初学者 更是一本 不可多得的入门宝典

量化交易，详细解释股票配对交易操作流程，多空对冲交易

Algorithmic Trading Winning Strategies and Their Rationale

Building Trading Bots Using Java English | 6 Jan. 2017 | ISBN: 1484225198 | 300 Pages | PDF | 6.22 MB Build an automated currency trading bot from scratch with java. In this book, you will learn about the nitty-gritty of automated trading and have a closer look at Java, the Spring Framework, event-driven programming, and other open source APIs, notably Google's Guava API. And of course, development will all be test-driven with unit testing coverage. The central theme of Building Trading Bots Using Java is to create a framework that can facilitate automated trading on most of the brokerage platforms, with minimum changes. At the end of the journey, you will have a working trading bot, with a sample implementation using the OANDA REST API, which is free to use. What You'll Learn Find out about trading bots Discover the details of tradeable instruments and apply bots to them Track and use market data events Place orders and trades Work with trade/order and account events Who This Book Is For Experienced programmers new to bots and other algorithmic trading and finance techniques.

高频交易手册

Ernest P. Chan 的三部曲的第三部。 Machine Trading is a practical guide to building your algorithmic trading business. Written by a recognized trader with major institution expertise, this book provides step-by-step instruction on quantitative trading and the latest technologies available even outside the Wall Street sphere. You'll discover the latest platforms that are becoming increasingly easy to use, gain access to new markets, and learn new quantitative strategies that are applicable to stocks, options, futures, currencies, and even bitcoins. The companion website provides downloadable software codes, and you'll learn to design your own proprietary tools using MATLAB. The author's experiences provide deep insight into both the business and human side of systematic trading and money management, and his evolution from proprietary trader to fund manager contains valuable lessons for investors at any level.

Advanced+Algorithmic+Trading

My primary intent in writing this book is to provide the reader with basic programming, financial, and mathematical tools that can be successfully leveraged both in industry and academia. I cover the use of the R programming language, as well as the R environment as a means for manipulating financial market data and for solving a subset of problems that quants and traders typically encounter in their day-to-day activities. The chapters that follow should be treated as a tutorial on a recommended set of tools that I have personally found useful and that have served me well during the last few years of my career as a quant trader/developer. I am writing this book from the vantage point of a quant practitioner and not that of an academic. A significant portion of the content is based on my lecture notes from a graduate level class in quantitative finance that I teach on a part-time basis at Loyola University in Chicago.