Trading Evolvedepub,mobi,azw3格式电子书下载，作者：Andreas F. Clenow-读书派

Systematic trading allows you to test and evaluate your trading ideas before risking your money. By formulating trading ideas as concrete rules, you can evaluate past performance and draw conclusions about the viability of your trading plan.

Following systematic rules provides a consistent approach where you will have some degree of predictability of returns, and perhaps more importantly, it takes emotions and second guessing out of the equation.

From the onset, getting started with professional grade development and backtesting of systematic strategies can seem daunting. Many resort to simplified software which will limit your potential.

Trading Evolved will guide you all the way, from getting started with the industry standard Python language, to setting up a professional backtesting environment of your own. The book will explain multiple trading strategies in detail, with full source code, to get you well on the path to becoming a professional systematic trader.

This is a highly practical book, where every aspect is explained, all source code shown and no holds barred.

Andreas Clenow is a hedge fund veteran, specializing in quantitative trading strategies. Starting out as an entrepreneur in the Swedish IT business, he joined Reuters in the late 90's where he quickly advanced to be the global head of equity and commodity quant modelling, based in Geneva.

Now based in Zurich, Switzerland, Mr. Clenow has spent the past 15 years in the hedge fund...

朝闻道

05-29

作者是对冲基金从业人员，这本书的所有内容都是现实世界真实有用的量化模型。

霍尔顿

10-28

主要是了解下本地化怎么用zipline；作者语言很水，策略基本没怎么介绍，如他自己在quantopian community说的，就是写来玩玩的

AndanTe

01-01

1、风险是时间概念，与资金量无关，金字塔建仓是有问题的。2、short反向ETF不等于long正向ETF。3、绝大数的趋势跟踪策略的曲线是高度重合的。4、ATR是没有计算机的时代的产物。5、没有坏的策略，一个负收益率的策略放到多策略组合里可能发挥正向作用。6、大盘指数的构建本身就是一种策略，SP500的选股标准和权重是人为主观设定的，并不能跑赢猩猩扔飞镖。7、回测需要深入公司墓地，基于当前存在的股票回测会存在幸存者偏差。8、基金的目标是不犯错收取管理费，而不是获利。9、替别人管钱发家，用自己钱投资无法致富。

Trading Evolved

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