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论坛 金融投资论坛 六区 金融学(理论版)
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2010-08-04
Trade like a hedge fund: 20 successful uncorrelated strategies and techniques to win profits
by James Altucher.
学习一下对冲基金的投资手法,某些策略本人也做过backtest不错滴。

部分目录:

Introduction xi
TECHNIQUE 1 The Bread and Butter Trade—
Playing Gaps 1
TECHNIQUE 2 How to Play the QQ      Q-SPY Spread
Using Unilateral Pairs Trading 23
TECHNIQUE 3 Buying Bankruptcies 49
TECHNIQUE 4 Using the TICK 55
TECHNIQUE 5 Playing the Bands 67
TECHNIQUE 6 Stocks Less Than $5
TECHNIQUE 7 The Slow Turtle 83
TECHNIQUE 8 The QQQ Crash System 97
TECHNIQUE 9 The Relative Fed Model (and Other
Fun Things You Can Do with Yields) 111
TECHNIQUE 10 Deletions from the Indexes 119
TECHNIQUE 11 Everything You Wanted to Know About
the 200-Day Moving Average but Were
Afraid to Ask 133
...
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2011-10-4 12:56:25
好想看。。。。口水
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