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寻找Alpha:量化交易策略
Igor Tulchinsky
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作者:Igor Tulchinsky 杨旭光
出版社:电子工业出版社
装订方式:平装
版次:第1版
开本:16开
出版时间:2019-08-01
这本书的作者是worldquant(世界量化公司)的founder and CEO,介绍了worldquant实际应用平台,从 20 到 30 个不同的角度来讨论如何探索和开发量化金融模型,以及其可行性。每一章由不同的人来编写,整体构成一本牛人见解的集合。在国内量化还没有完成形成成熟市场的前提下,本书是非常有借鉴意义的。这本书学术性不太强,偏重于实际应用平台的介绍。
192 pages, Paperback
Published August 1, 2019
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Igor Tulchinsky
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