Building Winning Algorithmic Trading Systems, + Website: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading (Paperback) (打造成功的算法交易系統:從數據挖掘到蒙地卡羅模擬再到實盤交易的交易者之旅)
Kevin J. Davey
- 出版商: Wiley
- 出版日期: 2014-07-21
- 定價: $2,800
- 售價: 9.5 折 $2,660
- 貴賓價: 9.0 折 $2,520
- 語言: 英文
- 頁數: 288
- 裝訂: Paperback
- ISBN: 1118778987
- ISBN-13: 9781118778982
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相關分類:
Algorithms-data-structures、Data-mining
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商品描述
Develop your own trading system with practical guidance and expert advice
In Building Algorithmic Trading Systems: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Training, award-winning trader Kevin Davey shares his secrets for developing trading systems that generate triple-digit returns. With both explanation and demonstration, Davey guides you step-by-step through the entire process of generating and validating an idea, setting entry and exit points, testing systems, and implementing them in live trading. You'll find concrete rules for increasing or decreasing allocation to a system, and rules for when to abandon one. The companion website includes Davey's own Monte Carlo simulator and other tools that will enable you to automate and test your own trading ideas.
A purely discretionary approach to trading generally breaks down over the long haul. With market data and statistics easily available, traders are increasingly opting to employ an automated or algorithmic trading system—enough that algorithmic trades now account for the bulk of stock trading volume. Building Algorithmic Trading Systems teaches you how to develop your own systems with an eye toward market fluctuations and the impermanence of even the most effective algorithm.
- Learn the systems that generated triple-digit returns in the World Cup Trading Championship
- Develop an algorithmic approach for any trading idea using off-the-shelf software or popular platforms
- Test your new system using historical and current market data
- Mine market data for statistical tendencies that may form the basis of a new system
Market patterns change, and so do system results. Past performance isn't a guarantee of future success, so the key is to continually develop new systems and adjust established systems in response to evolving statistical tendencies. For individual traders looking for the next leap forward, Building Algorithmic Trading Systems provides expert guidance and practical advice.
商品描述(中文翻譯)
用實用指南和專家建議開發自己的交易系統
在《建立算法交易系統:從數據挖掘到蒙特卡羅模擬到實時培訓的交易員之旅》中,屢獲殊榮的交易員凱文·戴維(Kevin Davey)分享了他開發能夠產生三位數回報的交易系統的秘訣。戴維通過解釋和演示,逐步指導您完成整個生成和驗證想法、設定進出點、測試系統並在實時交易中實施的過程。您將找到增加或減少對系統的配置的具體規則,以及何時放棄一個系統的規則。附帶的網站包括戴維自己的蒙特卡羅模擬器和其他工具,可讓您自動化和測試自己的交易想法。
純粹主觀的交易方法通常在長期內失效。隨著市場數據和統計數據的易得性,交易員越來越傾向於使用自動化或算法交易系統,以至於算法交易現在佔了股票交易量的大部分。《建立算法交易系統》教您如何開發自己的系統,並考慮市場波動和即使是最有效算法的不可持久性。
- 了解在世界杯交易錦標賽中產生三位數回報的系統
- 使用現成軟件或流行平台為任何交易想法開發算法方法
- 使用歷史和當前市場數據測試您的新系統
- 挖掘市場數據中的統計趨勢,可能成為新系統的基礎
市場模式會變化,系統結果也會變化。過去的表現不能保證未來的成功,因此關鍵是不斷開發新系統並根據不斷變化的統計趨勢調整已建立的系統。對於尋求下一個飛躍的個人交易員,《建立算法交易系統》提供了專家指導和實用建議。