Trading Systems and Methods, + Website (Wiley Trading) by Perry J. Kaufman (Jan 29, 2013) 不知道对第四版加了些什么东西,这书真厚,1000多页, 另外,没人考虑引进翻译成中文吗,造福大家。
Perry J. Kaufman "Perry J. Kaufman is an American systematic trader, index developer, and quantitative financial theorist. He is considered a leading expert in the development of fully algorithmic trading programs" http://en.wikipedia.org/wiki/Perry_J._Kaufman http://www.perrykaufman.com/
Perry Kaufman说: The new edition has more systems and analysis, plus most of the charts and examples are updated. It is more consistent in notation throughout the book and has much more risk analysis and overall comparisons of the various methods. I think it is a big improvement. In addition, there is a Website with about 300 computer programs and spreadsheets that make it easier to use.
这要取决于你的教育背景,知识结构,交易风格等, 不好随便乱讲。 不过与量化相关的各领域中的经典教材和最新顶尖研究都可以读一下。这些领域包扩,数学,统计学,物理,计算机(特别是机器学习,数据挖掘,模式识别方向)。