文科女生讲的理科男生玩的HFT游戏_高频交易书评-查字典图书网
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Antonio 高频交易 的书评 发表时间:2014-09-10 00:09:33

文科女生讲的理科男生玩的HFT游戏

  因为单纯的技术探索原因,找了很多书和网站看HFT,从算法实现到硬件竞赛,我想伊琳阿姨真的搞错了太多技术概念。
  算法上来说,象amazon上一位读者说的,“The book is full of odd technical remarks: "Genetic algorithms learn from past forecasts via the so called Bayesian approach". In fact Genetic algorithms and Bayesian methods are two independent concepts. There are any details missing, how this learning is done.”,遗传算法和贝叶斯这么被搞在一起真的蛮丢人的。
  另外,硬件象谈到可控门阵列FPGAs,伊琳阿姨又乱发高论了, "In the absence of FPGAs, trading programs need to be compiled and translated to the computer chips like CPUs during program run time, requiring additional computer operations eating into latency. This shows an almost complete ignorance of software. Computer programs, written in languages like C++ are translated by a compiler into executable binary machine code and stored in one or more files. This translation is not done at run time, but when the program is compiled. It incurs no run-time overhead at all and has no effect on latency.",然后又被另外一位读者吐槽。
我看看她的学历也有纽约一所大学电子本科学位,不知道她当时怎么念的,MBA倒是INSEAD,也常做演讲培训,目前应该是以此为生的吧。
有意思的是我也看到一位我怀疑是中国作者的Gewei Ye,叶革伟?写了本类似的不知所云的HFT书被大家骂一通打一分,依琳阿姨居然还大赞Gewei Ye的书,她自己的简介里面也特地提到自己的书被翻译成了中文,想到年前来中国卖书的另外一个海龟派掌门人的美国出版人,可能这些都是常来中国靠卖书培训谋生的媒体人,想学真学问,想靠交易赚钱,真的要看看别人评论再花银子,咱的钱可都是靠汗水不是嘴皮子赚来的。

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对“文科女生讲的理科男生玩的HFT游戏”的回应

simonmysun 2015-06-29 01:06:19

多谢!

simonmysun 2015-06-08 02:49:57

求推荐更合适的入门书籍 m ( _ _ ) m