量化投资策略

· Sonbook Book 110 · 清华大学出版社(崧博)
eBook
280
Pages

About this eBook

随着我国资本市场的迅速发展与日臻成熟,专业投资者在市场所占比例不断上升,对于投资策略的需求也在不断提高,基于金融计量学和计算机技术的量化投资策略开始蓬勃发展。


本书作者在大量参考国内外理论文献、量化基金前沿策略的基础上,结合自身多年的投资实践撰写了本书。


本书致力于突出各类量化投资策略的构建和数据案例分析,包括构建多因子模型、经典价值投资策略、事件驱动策略、择时策略、商品期货CTA量化投资策略以及统计套利等,以期对量化投资从业人员有所帮助。

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