这本书只有在作者的网站可以买到,$49.95USD。作者有很详细地说明为什么没有在Amazon买。我也没有看到这本书,从目录来看(拷贝在下面),什么都包含了一点,并且有结合了AmiBroker的代码(代码也只有买书之后才能下载),如果同时使用Amibroker的话,应该事半功倍吧..... Contents Preface and Introduction........................................................... 9 1 Quantitative Analysis...............................................................13 2 Data................................................................................... 25 3 Trading System Overview...................................................... 33 4 Measuring Success................................................................... 49 5 AmiBroker................................................................................. 55 6 Issue Selection.......................................................................... 71 7 Entries and Exits....................................................................... 85 8 Functions and Indicators........................................................111 9 Trending Systems....................................................................127 10 Mean Reversion Systems........................................................137 11 Seasonality Systems................................................................147 12 Pattern Systems......................................................................165 13 Anticipating Signals...............................................................175 14 Sector Analysis........................................................................187 15 Rotation.................................................................................199 16 Portfolios................................................................................. 205 17 Filters and Timing...................................................................217 18 In-Sample Out-of-Sample...................................................... 245 19 Statistical Tests.....................................................................251 20 Walk Forward..........................................................................261 21 Survivor Bias........................................................................... 285 22 Monte Carlo Analysis............................................................ 295 Appendix A Extending AmiBroker.............................................317 Appendix B Glossary............................................................. 339 Appendix C Resources...........................................................351 Index........................................................................................ 355
《Quantitive Trading Systems》 download URL: http://rapidshare.com/files/241729907/Quantitative_Trading_Systems.rar.html
能否找个地方再重新分享一遍 网页出现Error: This file is neither allocated to a Premium Account, or a Collector's Account, and can therefore only be downloaded 10 times. This limit is reached.
重新在其他站点上传了一次,rapidshare限制下载次数好像是最近才开始的,我没注册帐户,过去好像hylt有个帐户的。希望以后前面下载的人可以互助一下,很忙,没有多少空余时间。 下载地址: http://ifile.it/qgun59j http://dl1.s23.ifile.it/kqh537s0/quantitative_trading_systems.rar