4月17日
昨天阅读2小时,累计阅读1018小时。
1.今天你阅读到的有价值的全文内容链接
推荐:《151 Trading Strategies》
精装: 480页。语种: 英语
The book provides detailed descriptions, including more than 550 mathematical formulas, for more than 150 trading strategies across a host of asset classes and trading styles. These include stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured assets, volatility, real estate, distressed assets, cash, cryptocurrencies, weather, energy, inflation, global macro, infrastructure, and tax arbitrage. Some strategies are based on machine learning algorithms such as artificial neural networks, Bayes, and k-nearest neighbors. The book also includes source code for illustrating out-of-sample backtesting, around 2,000 bibliographic references, and more than 900 glossary, acronym and math definitions. The presentation is intended to be descriptive and pedagogical and of particular interest to finance practitioners, traders, researchers, academics, and business school and finance program students.
“If you want to work as a trader or quant on Wall Street, you have to walk the walk and talk the talk. This unique book is a comprehensive introduction to a wide variety of tried and tested trading strategies. I highly recommend a 152nd trading strategy called buy this book!” (Peter Carr, Chair of Finance and Risk Engineering Department, NYU’s Tandon School of Engineering; and 2010 Financial Engineer of the Year, International Association for Quantitative Finance & Sungard)
“This book is an encyclopedic guided tour of « quant » investment strategies, from the simplest ones (like trend following) to much more exotic ones using sophisticated derivative contracts. No claim is made about the profitability of these strategies: one knows all too well how much implementation details and transaction costs matter. But no quant trader can afford ignoring what’s out there, as a source of inspiration or as a benchmark for new ideas.” (Jean-Philippe Bouchaud, Chairman and Chief Scientist, Capital Fund Management; Professor, école Normale Supérieure; Member, French Academy of Sciences; and Co-Director, CFM-Imperial Institute of Quantitative Finance)
https://bbs.pinggu.org/thread-7023862-1-1.html
单词挑战第4月第24天
Encyclopedic adj. 百科全书般的,学识渊博的; 百科全书的;
In this sense, the encyclopedic cultural value and historic significance of Dunhuang are inestimable.
He had an encyclopedic command of the field of knowledge, and by a word or a phase, by delicate rapier thrust, he punctured them.
1.背单词2个 - O
2.飞鸟式36个*2 - O
3.Code Practices 0.5 hr - X
4.论坛收集资料30分钟 * 2 - O
5.Cloud Zhuang45minutes *2 - O