量化金融(Quantitative Finance)

书籍

An Introduction to Quantitative Finance, 1st Edition (2013)
Stephen Blyth

哈佛大学金融教授、原哈佛大学基金投资管理公司CEO Stephen Blyth编写的经典量化金融初级教材。

购买: Amazon.com
下载: PDF (1.1 MB)


Paul Wilmott on Quantitative Finance (3 Volume Set), 2nd Edition (2006)
Paul Wilmott

量化金融大牛Paul Wilmott出版的权威参考书。本书近1500页,涉及量化金融的各个方面。

购买: Amazon.com
下载: PDF (15.3 MB)


Algorithmic Trading: Winning Strategies and Their Rationale
Ernie Chan

购买 | PDF (7.8MB)


Quantitative Finance: A Simulation-Based Introduction Using Excel, 1st Edition (2014)
Matt Davison

购买 | PDF (4.3MB)


An Introduction to Quantitative Finance: A Math Tool Kit
Robert R. Reitano

购买


Trading Systems and Methods, 5th Edition
Perry J. Kaufman

购买 | PDF (24.9MB)


Paul Wilmott Introduces Quantitative Finance, 2nd Edition
Paul Wilmott

购买 | PDF (5.8MB)


Encyclopedia of Quantitative Finance, 1st Edition
Rama Cont (Editor)

购买 | PDF (31.8MB)


Inside the Black Box: A Simple Guide to Quantitative and High Frequency Trading, 2nd Edition
Rishi K. Narang

购买 | PDF (11.1MB)


Frequently Asked Questions in Quantitative Finance, 2nd Edition
Paul Wilmott

购买 | PDF (3.2MB)


Trading Systems and Methods, 5th Edition (2013)
Perry J. Kaufman

购买:Amazon.com
下载:PDF (26.7MB)

Quantitative Equity Portfolio Management, 1st Edition (2006)
Ludwig B Chincarini, Daehwan Kim
https://www.amazon.com/Quantitative-Equity-Portfolio-Management-Construction/dp/0071459391/

网站/连接

Quantopian
Algorithmic Trading Community

QuantConnect

QuantConnect provides a free algorithm backtesting tool and financial data so engineers can design algorithmic trading strategies.

AlphaArchitect Blog

量化金融网站Alpha Architect的博客。

Wilmott.com
著名计量经济学家Paul Wilmott创办的网站。

QuantNet
计量金融社区

Ernie Chan’s Blog on Quantitative Trading

课程

Quantopian Lectures
Quantopian

Quantopian提供的量化交易课程。


Money Never Sleeps