2018图灵奖得主写的书《体系结构：量化研究方法 第六版》 带目录

基于深度学习和强化学习的量化交易系统（基于深度学习和强化学习的定量交易系统） （中文版本在英文版本的下面，请拖动查看） 大纲： 主要结构 仍在努力 结论 主要结构： 该系统包括： 数据处理模块 价格预测模块 强化学习模块基于： 6个动作的设计（卖出，卖空，卖出持有，卖空，卖出，覆盖） 强化学习模块基于： 使用VWAP或BBIBOLL的上下线将价格转换为（-1,1） 分别设计两个增强学习模型，分别用于（买入，卖出持有）和（卖空，覆盖，持有） 设置两个模型的优先级，并决定应输出哪个操作 基于价格预测和RL收益的库存拣货策略 数据处理模块 我从Kaggle获得了数据集，该数据集是美国股票市场的每日价格和数量数据。 数据集包括开盘价，收盘价，高价，低价和数量。 但是，这种数据在深度学习和强化学习的训练中效果不佳。 因此，我创建了数十个技术分析功能以为输入生成更多功能。 通过这种方式

In this tutorial, we provide principled methods to quantitatively evaluate the quality of an estimated trajectory from visual(-inertial) odometry (VO/VIO), which is the foundation of benchmarking the accuracy of different algorithms. First, we show how to determine the transformation type to use in trajectory alignment based on the specific sensing modality (i.e., monocular, stereo and visual-inertial). Second, we describe commonly used error metrics (i.e., the absolute trajectory error and the relative error) and their strengths and weaknesses. To make the methodology presented for VO/VIO applicable to other setups, we also generalize our formulation to any given sensing modality. To facilitate the reproducibility of related research, we publicly release our implementation of the methods described in this tutorial.

咨询常用分析模型 定量战略计划矩阵(Quantitative Strategic Planning Matrix)

QEPM.偏学术界的作者撰写的关于量化股票组合投资的系统教程。尤其是前几章概述部分写得非常精彩、易懂、准确。把该领域的各个方面高屋建瓴地串讲了一遍。后面部分的章节似乎略有些学术了，但也值得一读。由于其较高的可读性，适于初学者学习。

Why have we written this book? In recent decades the field of financial risk management has developed rapidly in response to both the increasing complexity of financial instruments and markets and the increasing regulation of the financial services industry. This book is devoted specifically to quantitative modelling issues arising in this field. As a result of our own discussions and joint projects with industry professionals and regulators over a number of years, we felt there was a need for a textbook treatment of quantitative risk management (QRM) at a technical yet accessible level, aimed at both industry participants and students seeking an entrance to the area.

Quantitative Risk Management Concepts, Techniques and Tools

《computer architecture a quantitative approach》 6th edition

Computer Architecture, Sixth Edition 版本: A Quantitative Approach (The Morgan Kaufmann Series in Computer Architecture and Design) By 作者: John L. Hennessy – David A. Patterson ISBN-10 书号: 0128119055 ISBN-13 书号: 9780128119051 Edition 版本: 6 出版日期: 2017-12-07 pages 页数: 1527

CFA 一级试题 三 Investment Tools Quantitative Methods_removed