Trends in Quantitative Finance

Jarry. 2016-10-06 0

跳过前面的金融理论从第六章开始读讲了很多计量上常用的模型（有我考完中计以为这辈子再也看不到的arch和garch...）文章主要的模型思路都是对价格的一个预测模型而不是我想看的交易系统的策略模型（我个人认为前者是做不到的）最后有个对市场上金融量化机构的survey 用得最多的预测模型是动量和反转风险控制是平均值和最大回撤... 很多sophisticated techniques根本没人用lol

我想说两句

intuitive & quantitative

Kind Xie 2015-07-13 1赞

1_from the intuitive but mathamatical standpoint, Fabozzi explains some concepts like IID hypothesis and survivor biases, general equilibrium in common nor the complicated formula.
2_to start with some classical theories like CAPM & APT in detail whose models are static, it also presents some dynamic models about machine learning.
3_put forward the entire framwork of the quantitative finance, including the traditional models like linear regression and advanced tech like cluster and SVM.
4_nevertheless, to concentrate on the prediction on the time series may not be proper methodology while to counter the changing of the price and follow the trends of the market should not be ignored.

intuitive & quantitative

Kind Xie 2015-07-13 1

1_from the intuitive but mathamatical standpoint, Fabozzi explains some concepts like IID hypothesis and survivor biases, general equilibrium in common nor the complicated formula.
2_to start with some classical theories like CAPM & APT in detail whose models are static, it also presents some dynamic models about machine learning.
3_put forward the entire framwork of the quantitative finance, including the traditional models like linear regression and advanced tech like cluster and SVM.
4_nevertheless, to concentrate on the prediction on the time series may not be proper methodology while to counter the changing of the price and follow the trends of the market should not be ignored.

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Trends in Quantitative Finance

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