Technical Analysis from A to Z, 真的很值得大家读一读.


Technical Analysis from A to Z, by Achelis: standard reference text on TAWavelet Methods for Time Series Analysis, by Percival and Walden: standard theoretical text on waveletsPattern Classification, by Duda: standard introductory classificationNonlinear Programming, by Bazaraa et al.: standard non-linear optimizationConvex Optimization, by Boyd and Vandenberghe: standard convex optimization (generalization of linear methods, including LP, OLS, etc.), including approximation, fitting, and estimationAn Introduction to High-Frequency Finance, by Dacorogna et al.: theoretical and dated practitioner introduction to HF, with emphasis on FXMarket Microstructure Theory, by O’Hara: classic introduction to microstructure theory