以下是一些被认为是量化交易最好的书籍:

  1. 《量化交易策略:基于统计套利》(Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program) - by Lars Kestner

  2. 《算法交易:从技术到应用》(Algorithmic Trading: Winning Strategies and Their Rationale) - by Ernie Chan

  3. 《统计套利策略》(Statistical Arbitrage: Algorithmic Trading Insights and Techniques) - by Andrew Pole

  4. 《量化交易:如何构建和测试交易策略》(Quantitative Trading: How to Build Your Own Algorithmic Trading Business) - by Dr. Ernest P. Chan

  5. 《时间序列分析与应用》(Time Series Analysis and Its Applications: With R Examples) - by Robert H. Shumway and David S. Stoffer

  6. 《金融计量学》(Financial Econometrics) - by Ruey S. Tsay

  7. 《高频交易》(High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems) - by Irene Aldridge

  8. 《量化投资:策略与技术》(Quantitative Investment Analysis) - by Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, and David E. Runkle

  9. 《统计学习方法》(The Elements of Statistical Learning: Data Mining, Inference, and Prediction) - by Trevor Hastie, Robert Tibshirani, and Jerome Friedman

  10. 《Python金融量化》(Python for Finance: Analyze Big Financial Data) - by Yves Hilpisc


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