ErnestP.Chan的三部曲的第三部。
MachineTradingisapracticalguidetobuildingyouralgorithmictradingbusiness.Writtenbyarecognizedtraderwithmajorinstitutionexpertise,thisbookprovidesstep-by-stepinstructiononquantitativetradingandthelatesttechnologiesavailableevenoutsidetheWallStreetsphere.You'lldiscoverthelatestplatformsthatarebecomingincreasinglyeasytouse,gainaccesstonewmarkets,andlearnnewquantitativestrategiesthatareapplicabletostocks,options,futures,currencies,andevenbitcoins.Thecompanionwebsiteprovidesdownloadablesoftwarecodes,andyou'lllearntodesignyourownproprietarytoolsusingMATLAB.Theauthor'sexperiencesprovidedeepinsightintoboththebusinessandhumansideofsystematictradingandmoneymanagement,andhisevolutionfromproprietarytradertofundmanagercontainsvaluablelessonsforinvestorsatanylevel.
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