结果：找到“trading ai”相关内容115个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
【配对交易】Pairs Trading-A Cointegration Approach
20 个回复 - 6691 次查看 Pairs Trading-A Cointegration Approach 一篇关于应用协整的配对交易的paper。 Abstract This study uses the Johansen test for cointegration to sele ...2016-2-3 19:59 - yujun1214 - 金融学（理论版）
20 个回复 - 6691 次查看 Pairs Trading-A Cointegration Approach 一篇关于应用协整的配对交易的paper。 Abstract This study uses the Johansen test for cointegration to sele ...2016-2-3 19:59 - yujun1214 - 金融学（理论版）
分享电子书 Option Trading, 作者Euan Sinclair
2 个回复 - 794 次查看 这本书不错。分享给大家。2022-8-20 17:14 - di8ridechan - 新手入门区
2 个回复 - 794 次查看 这本书不错。分享给大家。2022-8-20 17:14 - di8ridechan - 新手入门区
Maximum Trading Gains With Anchored VWAP
2 个回复 - 1247 次查看 Maximum Trading Gains with the Anchored VWAP results from decades of research and application by the author. It builds on Shannon's foundational book, Technical Analysis Using Multiple Timeframes. ...2023-3-11 14:26 - fengyg - 量化投资
2 个回复 - 1247 次查看 Maximum Trading Gains with the Anchored VWAP results from decades of research and application by the author. It builds on Shannon's foundational book, Technical Analysis Using Multiple Timeframes. ...2023-3-11 14:26 - fengyg - 量化投资
英文原版（免费啦）Pairs Trading - Quantitative Methods and Analysis
115 个回复 - 30266 次查看 很不错的英文原版数量化交易 共享啦 Pairs trading is a market neutral strategy in its most simple form. The strategy involves being long (or bullish) one asset and short (or bearish) another. If pro ...2009-10-30 14:07 - chqsdu - 金融学（理论版）
115 个回复 - 30266 次查看 很不错的英文原版数量化交易 共享啦 Pairs trading is a market neutral strategy in its most simple form. The strategy involves being long (or bullish) one asset and short (or bearish) another. If pro ...2009-10-30 14:07 - chqsdu - 金融学（理论版）
Pairs trading with a mean-reverting jump–diffusion model on high-frequency data0 个回复 - 266 次查看 This paper develops a pairs trading framework based on a mean-reverting jump-diffusionmodel and applies it to minute-by-minute data of the S&P 500 oil companies from 1998to 2015. The established stati ...2023-7-12 09:47 - LIG_z - 现金交易版
The Best Failure Wins: Why Normal Reasoning Never Dominates The Trading Game
6 个回复 - 603 次查看 The Best Failure Wins: Why Normal Reasoning Never Dominates The Trading Game 2023 | English | B0BTTY4172 | EPUB | 124 pages[/backcolor] [/backcolor]2023-7-8 06:27 - zhangke0987 - 经管书评
6 个回复 - 603 次查看 The Best Failure Wins: Why Normal Reasoning Never Dominates The Trading Game 2023 | English | B0BTTY4172 | EPUB | 124 pages[/backcolor] [/backcolor]2023-7-8 06:27 - zhangke0987 - 经管书评
统计套利策略综述：Statistical Arbitrage Pairs Trading Strategies
2 个回复 - 1094 次查看 统计套利策略综述：Statistical Arbitrage Pairs Trading Strategies: Review and Outlook 主要介绍统计套利中距离法、协整法、时间序列法、随机控制法等不同类型策略的研究2023-4-13 12:01 - ctman - 金融工程（数量金融）与金融衍生品
2 个回复 - 1094 次查看 统计套利策略综述：Statistical Arbitrage Pairs Trading Strategies: Review and Outlook 主要介绍统计套利中距离法、协整法、时间序列法、随机控制法等不同类型策略的研究2023-4-13 12:01 - ctman - 金融工程（数量金融）与金融衍生品
A new approach to Pairs Trading 配对交易新方法
0 个回复 - 451 次查看 A new approach to Pairs Trading Using fundamental data to find optimal portfolios Author: Erik Jakobsson 配对交易新方法 使用基本面数据寻找最佳资产组合2023-5-12 13:32 - dafanzei - 新手入门区
0 个回复 - 451 次查看 A new approach to Pairs Trading Using fundamental data to find optimal portfolios Author: Erik Jakobsson 配对交易新方法 使用基本面数据寻找最佳资产组合2023-5-12 13:32 - dafanzei - 新手入门区
The Psychology of Trading: How to Create and Maintain Your Winning Edge
1 个回复 - 593 次查看 The Psychology of Trading: How to Create and Maintain Your Winning Edge 年:2020 | 出版社:Jason Alan Jankovsky | 语言:english | ISBN 10:0463562852 | 文件:EPUB, 491 KB2023-4-24 06:19 - zhangke0987 - 经管书评
1 个回复 - 593 次查看 The Psychology of Trading: How to Create and Maintain Your Winning Edge 年:2020 | 出版社:Jason Alan Jankovsky | 语言:english | ISBN 10:0463562852 | 文件:EPUB, 491 KB2023-4-24 06:19 - zhangke0987 - 经管书评
2022年Gazprom Marketing&Trading Retail Limited企业数据分析0 个回复 - 184 次查看 2022-12-24 04:39 - esfdsw - 现金交易版
58、【backtrader股票策略】配对交易策略(pairs trading strategy)
3 个回复 - 1529 次查看 策略绩效2021-4-26 21:56 - tianjixuetu - 量化投资
3 个回复 - 1529 次查看 策略绩效2021-4-26 21:56 - tianjixuetu - 量化投资
2022年Funoon Al-Rafidain General Contarcting And Trading Co企业数据分析0 个回复 - 241 次查看 2022-12-20 16:42 - esfdsw - 现金交易版
The tail dependence structure between return and trading volume: an investigatio
1 个回复 - 261 次查看 【作者(必填)】 23 【文题(必填)】 The tail dependence structure between return and trading volume: an investigation on the Bitcoin market 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://w ...2022-12-17 23:08 - internet.hzx - 求助成功区
1 个回复 - 261 次查看 【作者(必填)】 23 【文题(必填)】 The tail dependence structure between return and trading volume: an investigation on the Bitcoin market 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://w ...2022-12-17 23:08 - internet.hzx - 求助成功区
Introduction To Algo Trading: How Retail Traders Can Successfully Compete With P
4 个回复 - 870 次查看 [*]Title : Introduction To Algo Trading: How Retail Traders Can Successfully Compete With Professional Traders [*]Rating : [*]ISBN : 1981038353 [*]Format Type : PdF, ePub, Audiobook & Magazine ...2021-2-20 22:36 - footsome - 商业数据分析
4 个回复 - 870 次查看 [*]Title : Introduction To Algo Trading: How Retail Traders Can Successfully Compete With Professional Traders [*]Rating : [*]ISBN : 1981038353 [*]Format Type : PdF, ePub, Audiobook & Magazine ...2021-2-20 22:36 - footsome - 商业数据分析
波动率交易（Volatiliy Trading）-EUAN SINCLAIR 英文版
5 个回复 - 787 次查看 期权交易员常备书籍，颇受好评。2022-9-17 22:42 - lnasdp - 金融工程（数量金融）与金融衍生品
5 个回复 - 787 次查看 期权交易员常备书籍，颇受好评。2022-9-17 22:42 - lnasdp - 金融工程（数量金融）与金融衍生品
Pairs Trading - Quantitative Methods and Analysis
2 个回复 - 2464 次查看 Pairs Trading - Quantitative Methods and Analysis 经典的quant trading 教程2022-4-28 08:07 - lawrencexp - 量化投资
2 个回复 - 2464 次查看 Pairs Trading - Quantitative Methods and Analysis 经典的quant trading 教程2022-4-28 08:07 - lawrencexp - 量化投资
【精】《Micro-Trend Trading for Daily Income 》， 《以微趋势为日常收入》
32 个回复 - 8338 次查看 Dr XX的每本著作我都喜欢, 这本书，《以微趋势为日常收入》，奉献给喜欢做短线的朋友. 在自己没什么本钱的起步阶段，你是没法重仓拿长线的。玩玩短线，每天赚点美刀的感觉，比每天上班看老板眼色爽多了。 *** ...2015-8-12 01:54 - linuxl4 - 投资人（实务版）
32 个回复 - 8338 次查看 Dr XX的每本著作我都喜欢, 这本书，《以微趋势为日常收入》，奉献给喜欢做短线的朋友. 在自己没什么本钱的起步阶段，你是没法重仓拿长线的。玩玩短线，每天赚点美刀的感觉，比每天上班看老板眼色爽多了。 *** ...2015-8-12 01:54 - linuxl4 - 投资人（实务版）
Guide To Forex Trading: 30-Min Daily Trading Strategy
2 个回复 - 623 次查看 Guide To Forex Trading: 30-Min Daily Trading Strategy English | 2021 | ASIN: B09P4S21YK | 78 Pages | PDF EPUB[/backcolor] [/backcolor] [/backcolor]2022-1-1 17:11 - zhangke0987 - 投资人（实务版）
2 个回复 - 623 次查看 Guide To Forex Trading: 30-Min Daily Trading Strategy English | 2021 | ASIN: B09P4S21YK | 78 Pages | PDF EPUB[/backcolor] [/backcolor] [/backcolor]2022-1-1 17:11 - zhangke0987 - 投资人（实务版）
Pairs Trading: Quantitative Methods and Analysis [EPUB]
0 个回复 - 530 次查看 Pairs Trading: Quantitative Methods and Analysis [EPUB] English | 2004 | ISBN: 0471460672 | 224 pages | EPUB[/backcolor] [/backcolor] [/backcolor]2021-9-26 11:38 - zhangke0987 - 投资人（实务版）
0 个回复 - 530 次查看 Pairs Trading: Quantitative Methods and Analysis [EPUB] English | 2004 | ISBN: 0471460672 | 224 pages | EPUB[/backcolor] [/backcolor] [/backcolor]2021-9-26 11:38 - zhangke0987 - 投资人（实务版）
Option Trading by Euan Sinclair (2010)
5 个回复 - 2294 次查看 "An A to Z options trading guide for the new millennium and the new economy Written by professional trader and quantitative analyst Euan Sinclair, Option Trading is a comprehensive guide to this disc ...2016-2-26 15:31 - llbin - 金融学（理论版）
5 个回复 - 2294 次查看 "An A to Z options trading guide for the new millennium and the new economy Written by professional trader and quantitative analyst Euan Sinclair, Option Trading is a comprehensive guide to this disc ...2016-2-26 15:31 - llbin - 金融学（理论版）
A Machine Learning based Pairs Trading Investment Strategy
1 个回复 - 799 次查看 A Machine Learning based Pairs Trading Investment Strategy 1st ed. 2021 by Simão Moraes Sarmento (Author), Nuno Horta (Author)2021-8-10 06:23 - happydude - 求助成功区
1 个回复 - 799 次查看 A Machine Learning based Pairs Trading Investment Strategy 1st ed. 2021 by Simão Moraes Sarmento (Author), Nuno Horta (Author)2021-8-10 06:23 - happydude - 求助成功区
Copula-Based Pairs Trading Strategy, Xie & Wu, 2013, AsFA Conference
3 个回复 - 513 次查看 【作者(必填)】 【文题(必填)】 【年份(必填)】 【全文链接或数据库名称(选填)】2021-7-11 03:40 - happydude - 求助成功区
3 个回复 - 513 次查看 【作者(必填)】 【文题(必填)】 【年份(必填)】 【全文链接或数据库名称(选填)】2021-7-11 03:40 - happydude - 求助成功区
Introduction To Algo Trading _ How Retail Traders Can Successfully Compete With
0 个回复 - 926 次查看 Introduction To Algo Trading _ How Retail Traders Can Successfully Compete With Professional Traders2021-6-5 20:41 - lwell20 - 量化投资
0 个回复 - 926 次查看 Introduction To Algo Trading _ How Retail Traders Can Successfully Compete With Professional Traders2021-6-5 20:41 - lwell20 - 量化投资
How to Day Trade---A Detailed Guide to Day Trading Strategies, Risk Management,
0 个回复 - 799 次查看 How to Day Trade---A Detailed Guide to Day Trading Strategies, Risk Management, and Trader Psychology By Ross Cameron Ross Cameron是现在油管炙手可热的日内交易大神. 日入几十万美金的利润让他有众多的 ...2021-5-4 05:35 - blabla333 - 新手入门区
0 个回复 - 799 次查看 How to Day Trade---A Detailed Guide to Day Trading Strategies, Risk Management, and Trader Psychology By Ross Cameron Ross Cameron是现在油管炙手可热的日内交易大神. 日入几十万美金的利润让他有众多的 ...2021-5-4 05:35 - blabla333 - 新手入门区
Wiley Trading - The Daily Trading Coach
10 个回复 - 5920 次查看 Wiley Trading 系列 - The Daily Trading Coach: 101 Lessons for Becoming Your Own Trading Psychologist 作者：Brett N. Steenbarger 出版日期：2009年3月 ISBN：978-0-470-39856-2 Praise for The Daily Tr ...2009-7-8 20:25 - niheaven - 金融学（理论版）
10 个回复 - 5920 次查看 Wiley Trading 系列 - The Daily Trading Coach: 101 Lessons for Becoming Your Own Trading Psychologist 作者：Brett N. Steenbarger 出版日期：2009年3月 ISBN：978-0-470-39856-2 Praise for The Daily Tr ...2009-7-8 20:25 - niheaven - 金融学（理论版）
Volatility Trading, + Website (Wiley Trading) by Euan Sinclair 2nd
12 个回复 - 7277 次查看 n this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors. With an accessible, straigh ...2014-5-15 14:27 - 大家开心 - 金融工程（数量金融）与金融衍生品
12 个回复 - 7277 次查看 n this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors. With an accessible, straigh ...2014-5-15 14:27 - 大家开心 - 金融工程（数量金融）与金融衍生品
求助文献Pairs trading in Chinese commodity futures markets
5 个回复 - 923 次查看 【作者(必填)】Danni Chen[/backcolor] Jing Cui[/backcolor] Yan Gao[/backcolor] Leilei Wu[/backcolor] 【文题(必填)】Pairs trading in Chinese commodity futures markets: an adaptive cointegration app ...2020-6-1 13:22 - cooper56 - 求助成功区
5 个回复 - 923 次查看 【作者(必填)】Danni Chen[/backcolor] Jing Cui[/backcolor] Yan Gao[/backcolor] Leilei Wu[/backcolor] 【文题(必填)】Pairs trading in Chinese commodity futures markets: an adaptive cointegration app ...2020-6-1 13:22 - cooper56 - 求助成功区
Trading against the Grain: When Insiders Buy High and Sell Low
2 个回复 - 780 次查看 【作者(必填)】Ruihai Li, Xuewu (Wesley) Wang, Zhipeng Yan and Qunzi Zhang 【文题(必填)】Trading against the Grain: When Insiders Buy High and Sell Low 【年份(必填)】The Journal of Portfolio Mana ...2019-11-5 21:55 - wangzt - 求助成功区
2 个回复 - 780 次查看 【作者(必填)】Ruihai Li, Xuewu (Wesley) Wang, Zhipeng Yan and Qunzi Zhang 【文题(必填)】Trading against the Grain: When Insiders Buy High and Sell Low 【年份(必填)】The Journal of Portfolio Mana ...2019-11-5 21:55 - wangzt - 求助成功区
cryptocurrency trading and blockchain (2020)
0 个回复 - 880 次查看 cryptocurrency trading and blockchain - the ultimate bundle to master every trading strategies investing in crypto (2020)2020-3-16 11:57 - loneshark - 投资人（实务版）
0 个回复 - 880 次查看 cryptocurrency trading and blockchain - the ultimate bundle to master every trading strategies investing in crypto (2020)2020-3-16 11:57 - loneshark - 投资人（实务版）
【学习笔记】求书，Pairs trading:quantitative methods and analysis(Wiley ...
1 个回复 - 884 次查看 求书，Pairs trading:quantitative methods and analysis(Wiley 2004),谢谢2020-3-2 23:37 - XunD - Forum
1 个回复 - 884 次查看 求书，Pairs trading:quantitative methods and analysis(Wiley 2004),谢谢2020-3-2 23:37 - XunD - Forum
The profitability of pairs trading strategies: distance, cointegration and copul
1 个回复 - 521 次查看 【作者(必填)】 3 【文题(必填)】 The profitability of pairs trading strategies: distance, cointegration and copula[/backcolor] methods 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www. ...2020-1-9 22:52 - internet.hzx - 求助成功区
1 个回复 - 521 次查看 【作者(必填)】 3 【文题(必填)】 The profitability of pairs trading strategies: distance, cointegration and copula[/backcolor] methods 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www. ...2020-1-9 22:52 - internet.hzx - 求助成功区
Pair Trading中寻找配对的股票组
1 个回复 - 3184 次查看 大家好！ 小弟最近在分析配对交易。但是发现SAS中没有R quantmod libaray里面的Match函数，于是尝试自己动手。 当我已经将滞后12个月的每只股票的Normalized Price Pattern就算出来了以后，不知道如 ...2012-9-6 22:18 - liu022 - SAS专版
1 个回复 - 3184 次查看 大家好！ 小弟最近在分析配对交易。但是发现SAS中没有R quantmod libaray里面的Match函数，于是尝试自己动手。 当我已经将滞后12个月的每只股票的Normalized Price Pattern就算出来了以后，不知道如 ...2012-9-6 22:18 - liu022 - SAS专版
ai for trading updated
1 个回复 - 895 次查看 https://pan.baidu.com/s/1U2ug0rsdd0IwXqAsgCrXgg2019-8-29 12:36 - shu_jun - 量化投资
1 个回复 - 895 次查看 https://pan.baidu.com/s/1U2ug0rsdd0IwXqAsgCrXgg2019-8-29 12:36 - shu_jun - 量化投资
Evidence That Trading Volume Sustains Stock Price Changes
2 个回复 - 700 次查看 【作者(必填)】Scott E. Stickel, Robert E. Verrecchia 【文题(必填)】Evidence That Trading Volume Sustains Stock Price Changes 【年份(必填)】Financial Analysts Journal, Vol. 50, No. 6 (Nov. - Dec. ...2019-7-16 00:09 - wangzt - 求助成功区
2 个回复 - 700 次查看 【作者(必填)】Scott E. Stickel, Robert E. Verrecchia 【文题(必填)】Evidence That Trading Volume Sustains Stock Price Changes 【年份(必填)】Financial Analysts Journal, Vol. 50, No. 6 (Nov. - Dec. ...2019-7-16 00:09 - wangzt - 求助成功区
Stock Price Co-Movement and the Foundations of Pairs Trading
1 个回复 - 344 次查看 【作者(必填)】 sds 【文题(必填)】 Stock Price Co-Movement and the Foundations of Pairs Trading【年份(必填)】 sd 【全文链接或数据库名称(选填)】https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3 ...2019-7-12 00:12 - internet.hzx - 求助成功区
1 个回复 - 344 次查看 【作者(必填)】 sds 【文题(必填)】 Stock Price Co-Movement and the Foundations of Pairs Trading【年份(必填)】 sd 【全文链接或数据库名称(选填)】https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3 ...2019-7-12 00:12 - internet.hzx - 求助成功区
Trading ETFs: Gaining an Edge with Technical Analysis
1 个回复 - 517 次查看 【作者(必填)】Wagner 【文题(必填)】Trading ETFs: Gaining an Edge with Technical Analysis (Bloomberg Financial Book 62) 【年份(必填)】2010 【全文链接或数据库名称(选填)】https://www.amazon.com/ ...2019-3-14 15:49 - johnzi0128 - 文献求助专区
1 个回复 - 517 次查看 【作者(必填)】Wagner 【文题(必填)】Trading ETFs: Gaining an Edge with Technical Analysis (Bloomberg Financial Book 62) 【年份(必填)】2010 【全文链接或数据库名称(选填)】https://www.amazon.com/ ...2019-3-14 15:49 - johnzi0128 - 文献求助专区
期权交易经典 Option Market Making: Trading and Risk Analysis - Baird
5 个回复 - 5884 次查看 Option Market Making: Trading and Risk Analysis for the Financial and Commodity Option Markets ...2014-11-10 17:12 - stonepiece2 - 经济金融数学专区
5 个回复 - 5884 次查看 Option Market Making: Trading and Risk Analysis for the Financial and Commodity Option Markets ...2014-11-10 17:12 - stonepiece2 - 经济金融数学专区
2017 Overview of blockchain for energy and commodity trading
2 个回复 - 699 次查看 2017 Overview of blockchain for energy and commodity trading2019-1-7 16:45 - zlghs - 投资人（实务版）
2 个回复 - 699 次查看 2017 Overview of blockchain for energy and commodity trading2019-1-7 16:45 - zlghs - 投资人（实务版）
On the determinants of pairs trading profitability
1 个回复 - 493 次查看 【作者(必填)】HeikoJacob[/backcolor], [/backcolor]MartinWeber1[/backcolor] 【文题(必填)】On the determinants of pairs trading profitability 【年份(必填)】2014 【全文链接或数据库名称(选填)】ht ...2018-12-3 12:10 - Alicefree - 求助成功区
1 个回复 - 493 次查看 【作者(必填)】HeikoJacob[/backcolor], [/backcolor]MartinWeber1[/backcolor] 【文题(必填)】On the determinants of pairs trading profitability 【年份(必填)】2014 【全文链接或数据库名称(选填)】ht ...2018-12-3 12:10 - Alicefree - 求助成功区
Volatility Trading, by Euan Sinclair
28 个回复 - 10373 次查看 Volatility Trading, by Euan Sinclair [*]Hardcover: 224 pages[*]Publisher: Wiley (June 23, 2008)[*]Language: English[*]ISBN-10: 0470181990[*]ISBN-13: 978-04701819972010-7-8 12:41 - mcsyky - 金融学（理论版）
28 个回复 - 10373 次查看 Volatility Trading, by Euan Sinclair [*]Hardcover: 224 pages[*]Publisher: Wiley (June 23, 2008)[*]Language: English[*]ISBN-10: 0470181990[*]ISBN-13: 978-04701819972010-7-8 12:41 - mcsyky - 金融学（理论版）
China Renaissance shares plunge on trading debut
0 个回复 - 515 次查看 China Renaissance shares plunge on trading debutBy Emma Dunkley,Edward White in Hong Kong, in Taipei Shares in China Renaissance, a specialist investment bank backed by an Alibaba affiliate, plunged a ...2018-9-29 12:07 - xujingjun - 真实世界经济学(含财经时事)
0 个回复 - 515 次查看 China Renaissance shares plunge on trading debutBy Emma Dunkley,Edward White in Hong Kong, in Taipei Shares in China Renaissance, a specialist investment bank backed by an Alibaba affiliate, plunged a ...2018-9-29 12:07 - xujingjun - 真实世界经济学(含财经时事)
The informational role of upstairs and downstairs trading
3 个回复 - 820 次查看 【作者(必填)】SJ Grossman 【文题(必填)】The informational role of upstairs and downstairs trading 【年份(必填)】1992 【全文链接或数据库名称(选填)】https://www.jstor.org/stable/2353195?seq=1#p ...2018-8-5 20:14 - myazure - 求助成功区
3 个回复 - 820 次查看 【作者(必填)】SJ Grossman 【文题(必填)】The informational role of upstairs and downstairs trading 【年份(必填)】1992 【全文链接或数据库名称(选填)】https://www.jstor.org/stable/2353195?seq=1#p ...2018-8-5 20:14 - myazure - 求助成功区
Electronic Trading and Blockchain: Yesterday, Today and Tomorrow
30 个回复 - 1438 次查看 World Scientific Publishing | 2018 | ISBN: 978-981-3233-77-5 | 224 pages | PDF **** 本内容被作者隐藏 ****2018-7-1 21:58 - igs816 - 经管书评
30 个回复 - 1438 次查看 World Scientific Publishing | 2018 | ISBN: 978-981-3233-77-5 | 224 pages | PDF **** 本内容被作者隐藏 ****2018-7-1 21:58 - igs816 - 经管书评
配对交易 pairs trading 下载
16 个回复 - 6446 次查看 第一次发帖 有的资源也不多 上传一个配对交易吧2010-1-3 17:44 - lalaokk - 金融工程（数量金融）与金融衍生品
16 个回复 - 6446 次查看 第一次发帖 有的资源也不多 上传一个配对交易吧2010-1-3 17:44 - lalaokk - 金融工程（数量金融）与金融衍生品
Elaine Knuth - Trading Between the Lines 2011
5 个回复 - 1331 次查看 Elaine Knuth - Trading Between the Lines 20112017-10-15 00:53 - i9506353 - 金融学（理论版）
5 个回复 - 1331 次查看 Elaine Knuth - Trading Between the Lines 20112017-10-15 00:53 - i9506353 - 金融学（理论版）
文献下载求助：A stochastic model for commodity pairs trading
1 个回复 - 912 次查看 【作者(必填)】Ahmet Göncü and Erdinc Akyildirim[/backcolor] 【文题(必填)】A stochastic model for commodity pairs trading 【年份(必填)】2016 【全文链接或数据库名称(选填)】https://www.tan ...2018-3-14 17:09 - cooper56 - 求助成功区
1 个回复 - 912 次查看 【作者(必填)】Ahmet Göncü and Erdinc Akyildirim[/backcolor] 【文题(必填)】A stochastic model for commodity pairs trading 【年份(必填)】2016 【全文链接或数据库名称(选填)】https://www.tan ...2018-3-14 17:09 - cooper56 - 求助成功区
文献求助：Pairs trading: does volatility timing matter
1 个回复 - 867 次查看 【作者(必填)】Nicolas Huck[/backcolor] 【文题(必填)】Pairs trading: does volatility timing matter[/backcolor] 【年份(必填)】2015 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/ ...2018-3-13 17:54 - cooper56 - 求助成功区
1 个回复 - 867 次查看 【作者(必填)】Nicolas Huck[/backcolor] 【文题(必填)】Pairs trading: does volatility timing matter[/backcolor] 【年份(必填)】2015 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/ ...2018-3-13 17:54 - cooper56 - 求助成功区
Uncertainty and Expectation Strategies for the trading of risk
1 个回复 - 925 次查看 Uncertainty and Expectation Strategies for the trading of risk2018-1-13 11:29 - n4231 - 金融学（理论版）
1 个回复 - 925 次查看 Uncertainty and Expectation Strategies for the trading of risk2018-1-13 11:29 - n4231 - 金融学（理论版）
配对交易经典实操教材Vidyamurthy G. Pairs trading (Wiley, 2004)0 个回复 - 1677 次查看 配对交易经典实操教材Vidyamurthy G. Pairs trading (Wiley, 2004) Preface ix Acknowledgments xi PART ONE Background Material CHAPTER 1 Introduction 3 The CAPM Model 3 Market Neutral Strategy ...2017-11-15 22:58 - xiaorenwuhyl - 现金交易版
Introduction to pair trading
1 个回复 - 1160 次查看 由Quantitative trading with R的作者所寫2017-8-9 00:51 - bonkiysj@sharkl - 量化投资
1 个回复 - 1160 次查看 由Quantitative trading with R的作者所寫2017-8-9 00:51 - bonkiysj@sharkl - 量化投资
Informed Trading by Foreign Institutional Investors as a Constraint on Tunneling
2 个回复 - 903 次查看 【作者(Zhang, Xiaoxiang Yang, Xiaotong Strange, Roger Zhang, Qiyu 【文题(必填)】 Informed Trading by Foreign Institutional Investors as a Constraint on Tunneling: Evidence from China 【年份(必填 ...2017-6-4 21:40 - Hfinance - 求助成功区
2 个回复 - 903 次查看 【作者(Zhang, Xiaoxiang Yang, Xiaotong Strange, Roger Zhang, Qiyu 【文题(必填)】 Informed Trading by Foreign Institutional Investors as a Constraint on Tunneling: Evidence from China 【年份(必填 ...2017-6-4 21:40 - Hfinance - 求助成功区
A pairs trading strategy
2 个回复 - 1310 次查看 【作者(必填)】 Carlos Eduardo de Moura[/backcolor], Adrian Pizzinga[/backcolor] & Jorge Zubelli[/backcolor]【文题(必填)】 A pairs trading strategy based on linear state space models and the Kalman f ...2017-7-14 10:59 - waterup - 求助成功区
2 个回复 - 1310 次查看 【作者(必填)】 Carlos Eduardo de Moura[/backcolor], Adrian Pizzinga[/backcolor] & Jorge Zubelli[/backcolor]【文题(必填)】 A pairs trading strategy based on linear state space models and the Kalman f ...2017-7-14 10:59 - waterup - 求助成功区
Pairs trading and selection methods: is cointegration superior
2 个回复 - 1005 次查看 【作者(必填)】Nicolas Huck & Komivi Afawubo 【文题(必填)】Pairs trading and selection methods: is cointegration superior 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.tandfonlin ...2017-5-15 16:00 - waterup - 求助成功区
2 个回复 - 1005 次查看 【作者(必填)】Nicolas Huck & Komivi Afawubo 【文题(必填)】Pairs trading and selection methods: is cointegration superior 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.tandfonlin ...2017-5-15 16:00 - waterup - 求助成功区
求助文献Pairs trading: optimal thresholds and profitability
1 个回复 - 821 次查看 【作者(必填)】Zeng, Z. and Lee, C 【文题(必填)】Pairs trading: optimal thresholds and profitability 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/a ... ?jour ...2017-6-14 17:49 - cooper56 - 求助成功区
1 个回复 - 821 次查看 【作者(必填)】Zeng, Z. and Lee, C 【文题(必填)】Pairs trading: optimal thresholds and profitability 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/a ... ?jour ...2017-6-14 17:49 - cooper56 - 求助成功区
求助文献Statistical Arbitrage with Pairs Trading
1 个回复 - 690 次查看 【作者(必填)】G¨onc¨u, A. and Akyıldırım, E. 【文题(必填)】Statistical Arbitrage with Pairs Trading 【年份(必填)】2016 【全文链接或数据库名称(选填)】http://onlinelibrary.wil ...2017-6-14 17:46 - cooper56 - 求助成功区
1 个回复 - 690 次查看 【作者(必填)】G¨onc¨u, A. and Akyıldırım, E. 【文题(必填)】Statistical Arbitrage with Pairs Trading 【年份(必填)】2016 【全文链接或数据库名称(选填)】http://onlinelibrary.wil ...2017-6-14 17:46 - cooper56 - 求助成功区
Long memory and tail dependence in trading volume and volatility
1 个回复 - 528 次查看 【作者(必填)】 Eduardo Rossia, 1, 2, , Paolo Santucci de Magistrisb, 【文题(必填)】 Long memory and tail dependence in trading volume and volatility 【年份(必填)】 2013 【全文链接或数据库名称(选填 ...2017-4-1 09:57 - internet.hzx - 求助成功区
1 个回复 - 528 次查看 【作者(必填)】 Eduardo Rossia, 1, 2, , Paolo Santucci de Magistrisb, 【文题(必填)】 Long memory and tail dependence in trading volume and volatility 【年份(必填)】 2013 【全文链接或数据库名称(选填 ...2017-4-1 09:57 - internet.hzx - 求助成功区
Vidyamurthy+Pairs trading: quantitative methods and analysis
3 个回复 - 1876 次查看 【作者(必填)】Vidyamurthy 【文题(必填)】Pairs trading: quantitative methods and analysis 【年份(必填)】2004 【全文链接或数据库名称(选填)】2016-7-22 11:24 - harlon1976 - 求助成功区
3 个回复 - 1876 次查看 【作者(必填)】Vidyamurthy 【文题(必填)】Pairs trading: quantitative methods and analysis 【年份(必填)】2004 【全文链接或数据库名称(选填)】2016-7-22 11:24 - harlon1976 - 求助成功区
对冲基金配对交易策略概览——配对交易（Pairs Trading）
22 个回复 - 34376 次查看 金融机构的核心竞争力在于对金融资产进行准确的估值定价（Valuation & Pricing），不论是投资银行家对拟上市企业的路演推介，还是风险投资家在对初创型企业注资时的谈判，亦或是一个老股民在证券营业部的大户室对K ...2010-9-29 22:24 - financialist - 金融学（理论版）
22 个回复 - 34376 次查看 金融机构的核心竞争力在于对金融资产进行准确的估值定价（Valuation & Pricing），不论是投资银行家对拟上市企业的路演推介，还是风险投资家在对初创型企业注资时的谈判，亦或是一个老股民在证券营业部的大户室对K ...2010-9-29 22:24 - financialist - 金融学（理论版）
Volatility Trading- Euan Sinclair (Wiley)
9 个回复 - 5531 次查看 Hardcover: 224 pages Publisher: Wiley (June 23, 2008) Language: English ISBN-10: 0470181990 ISBN-13: 978-0470181997 详细目录可以参见如下的Amazon链接。 http://www.amazon.com/Volatility-Trading-CD-ROM- ...2010-2-25 10:24 - wahahahz - 金融学（理论版）
9 个回复 - 5531 次查看 Hardcover: 224 pages Publisher: Wiley (June 23, 2008) Language: English ISBN-10: 0470181990 ISBN-13: 978-0470181997 详细目录可以参见如下的Amazon链接。 http://www.amazon.com/Volatility-Trading-CD-ROM- ...2010-2-25 10:24 - wahahahz - 金融学（理论版）
The handbook of pairs trading-Strategies Using Equities, Options, and Futures
11 个回复 - 4725 次查看 这是一本全面系统的介绍pairs trading 的书。有助于全面有深度的应用pairs trading。 Introduction 1 PART ONE The Market-Neutral Element 17 CHAPTER 1 Pairs Trading: A Brief History 19 CHAPTER 2 Market N ...2011-1-10 01:38 - yinaway - 金融学（理论版）
11 个回复 - 4725 次查看 这是一本全面系统的介绍pairs trading 的书。有助于全面有深度的应用pairs trading。 Introduction 1 PART ONE The Market-Neutral Element 17 CHAPTER 1 Pairs Trading: A Brief History 19 CHAPTER 2 Market N ...2011-1-10 01:38 - yinaway - 金融学（理论版）
找文章！Biais, B., and P. Woolley (2011). “High Frequency Trading.”
2 个回复 - 1351 次查看 如题一篇 Working Paper，好多文章里看到但就是木有找到，求助2016-5-24 09:39 - yijiwen - 爱问频道
2 个回复 - 1351 次查看 如题一篇 Working Paper，好多文章里看到但就是木有找到，求助2016-5-24 09:39 - yijiwen - 爱问频道
Trading ETFs Gaining an Edge with Technical Analysis, 2 edition
1 个回复 - 1493 次查看 A comprehensive catalog of exchange-traded funds and insights into successful trading techniquesThis Second Edition of the bestselling Trading ETFs offers an updated version of the definitive guide to ...2015-6-18 13:41 - nelsoncwlee - 投资人（实务版）
1 个回复 - 1493 次查看 A comprehensive catalog of exchange-traded funds and insights into successful trading techniquesThis Second Edition of the bestselling Trading ETFs offers an updated version of the definitive guide to ...2015-6-18 13:41 - nelsoncwlee - 投资人（实务版）
[Richard Weissman] Mechanical Trading Systems - Pairing Trader Psychology w TA
4 个回复 - 2051 次查看 For those who are interested in Pairing Trading2013-11-25 09:13 - viviancpy - 金融工程（数量金融）与金融衍生品
4 个回复 - 2051 次查看 For those who are interested in Pairing Trading2013-11-25 09:13 - viviancpy - 金融工程（数量金融）与金融衍生品
Classical Pairs Trading Using MatLab
7 个回复 - 4185 次查看 “The pairs trade was developed in the late 1980s by quantitative analysts and pioneered by Gerald Bamberger while at Morgan Stanley. With the help of others at Morgan Stanley at the time, including N ...2009-6-23 14:27 - winsonsun12 - 金融学（理论版）
7 个回复 - 4185 次查看 “The pairs trade was developed in the late 1980s by quantitative analysts and pioneered by Gerald Bamberger while at Morgan Stanley. With the help of others at Morgan Stanley at the time, including N ...2009-6-23 14:27 - winsonsun12 - 金融学（理论版）
Volatility Trading, + Website (Wiley Trading) by Euan Sinclair 2nd
8 个回复 - 4476 次查看 非常好的期权波动率分析和交易书籍，最新的第二版，amazon五星评价看到其他朋友发的pdf版的，我就发个kindle版的吧。 [*]File Size: 4350 KB [*]Print Length: 291 pages [*]Publisher: Wiley; 2 edition ( ...2014-7-1 15:38 - whcowboy - 金融工程（数量金融）与金融衍生品
8 个回复 - 4476 次查看 非常好的期权波动率分析和交易书籍，最新的第二版，amazon五星评价看到其他朋友发的pdf版的，我就发个kindle版的吧。 [*]File Size: 4350 KB [*]Print Length: 291 pages [*]Publisher: Wiley; 2 edition ( ...2014-7-1 15:38 - whcowboy - 金融工程（数量金融）与金融衍生品
Optimal intensity targets for greenhouse gas emissions trading under uncertainty
1 个回复 - 900 次查看 【作者(必填)】Frank Jotzo, John C. V. Pezzey 【文题(必填)】Optimal intensity targets for greenhouse gas emissions trading under uncertainty 【年份(必填)】2007 【全文链接或数据库名称(选填)】ht ...2016-3-5 11:44 - qianhaoqi - 求助成功区
1 个回复 - 900 次查看 【作者(必填)】Frank Jotzo, John C. V. Pezzey 【文题(必填)】Optimal intensity targets for greenhouse gas emissions trading under uncertainty 【年份(必填)】2007 【全文链接或数据库名称(选填)】ht ...2016-3-5 11:44 - qianhaoqi - 求助成功区
Uninformed Trading and Information Uncertainty in the Post-IPO Market
1 个回复 - 878 次查看 【作者(必填)】 Rahul Ravi 【文题(必填)】 Uninformed Trading and Information Uncertainty in the Post-IPO Market 【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://www.worldscientific.com/ac ...2015-9-27 10:54 - cpc_4302 - 求助成功区
1 个回复 - 878 次查看 【作者(必填)】 Rahul Ravi 【文题(必填)】 Uninformed Trading and Information Uncertainty in the Post-IPO Market 【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://www.worldscientific.com/ac ...2015-9-27 10:54 - cpc_4302 - 求助成功区
The Holy Grail Trading System
24 个回复 - 4790 次查看 Amazon's HOTTEST Forex Book for 2013 The true story of a 100% mechanical automated forex trading system that returned over 1000% inside 13 months turning 10,000 GBP to over 100,000 GBP In 2005 ...2015-6-21 14:57 - nelsoncwlee - 量化投资
24 个回复 - 4790 次查看 Amazon's HOTTEST Forex Book for 2013 The true story of a 100% mechanical automated forex trading system that returned over 1000% inside 13 months turning 10,000 GBP to over 100,000 GBP In 2005 ...2015-6-21 14:57 - nelsoncwlee - 量化投资
The dynamics of individual and institutional trading on the Shanghai Stock Excha
1 个回复 - 890 次查看 【作者(必填)】 BS Lee, W Li, SS Wang 【文题(必填)】The dynamics of individual and institutional trading on the Shanghai Stock Exchange 【年份(必填)】 2010 【全文链接或数据库名称(选填)】 The dyna ...2015-7-17 21:20 - 马甲甲 - 文献求助专区
1 个回复 - 890 次查看 【作者(必填)】 BS Lee, W Li, SS Wang 【文题(必填)】The dynamics of individual and institutional trading on the Shanghai Stock Exchange 【年份(必填)】 2010 【全文链接或数据库名称(选填)】 The dyna ...2015-7-17 21:20 - 马甲甲 - 文献求助专区
悬赏 The Mental Edge in Trading : Adapt Your Personality Traits and Control Your
2 个回复 - 1858 次查看 悬赏： The Mental Edge in Trading : Adapt Your Personality Traits and Control Your Emotions to Make Smarter Investments 作者： Jason Williams (Author)出版： Publication Date: November 6, 2012 ...2013-3-2 11:07 - tigerwolf - 悬赏大厅
2 个回复 - 1858 次查看 悬赏： The Mental Edge in Trading : Adapt Your Personality Traits and Control Your Emotions to Make Smarter Investments 作者： Jason Williams (Author)出版： Publication Date: November 6, 2012 ...2013-3-2 11:07 - tigerwolf - 悬赏大厅
Hedge Fund Trading Strategies Detailed Explanation Of The Long Short Margin Rati
3 个回复 - 1682 次查看 includes: color charts, color diagrams. Hedge Strategies wishes to inform the average investor about the advantages enjoyed by the wealthy. The ability to hedge an account against loss from falling ma ...2015-6-21 10:13 - nelsoncwlee - 金融学（理论版）
3 个回复 - 1682 次查看 includes: color charts, color diagrams. Hedge Strategies wishes to inform the average investor about the advantages enjoyed by the wealthy. The ability to hedge an account against loss from falling ma ...2015-6-21 10:13 - nelsoncwlee - 金融学（理论版）
求：Micro-Trend Trading for Daily Income
4 个回复 - 2230 次查看 作者：Thomas K. Carr ，（托马斯·K·卡尔） 著2013-7-2 16:33 - 牵狼逛街的羊 - 悬赏大厅
4 个回复 - 2230 次查看 作者：Thomas K. Carr ，（托马斯·K·卡尔） 著2013-7-2 16:33 - 牵狼逛街的羊 - 悬赏大厅
请教：R语言关于pairtrading包Simple函数的疑问
1 个回复 - 2348 次查看 想向诸位请教关R语言pair trading包里的Simple函数的疑问。 主要是不明白函数Simple(spread, spread.entry)里spread.entry这个临界值的含义到底是什么？ 比如写入函数signal=Simple(params$spread, 0.05)，它的含 ...2013-4-4 15:48 - datousang - R语言论坛
1 个回复 - 2348 次查看 想向诸位请教关R语言pair trading包里的Simple函数的疑问。 主要是不明白函数Simple(spread, spread.entry)里spread.entry这个临界值的含义到底是什么？ 比如写入函数signal=Simple(params$spread, 0.05)，它的含 ...2013-4-4 15:48 - datousang - R语言论坛
