A reference for learning process

最新推荐文章于 2023-04-21 08:16:42 发布

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最新推荐文章于 2023-04-21 08:16:42 发布

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Ref: quant to learn

4.1. 推荐学习材料, 全学会之后可以自己一个人起一个微型Hedge Fund你信不信?

统计, 大数据(Big Data), 机器学习, 人工智能 (这几个概念在我们数学出身的人看来都是一个东西):
- An Introduction to Statistical Learning ;
- 数学之美 ;
- Tools: Spark, R, python pandas . Hadoop, Cassandra;
Algorithm:
- LeetCode is a shortcut to both coding and algorithm.
- Coding, we need to learn at least two Programming Language, a low level one like C++, and a high level one Python. We can develop compute-intensive projects with the low level one, and we can finish projects in a fast way with the high level one. :
  - C++ Primer. Hell not C++ Primer Plus. If you don’t want to be a pure C++ Programmer, any C++ book is OK.
  - Python as a scripting language, can highly enhance our working efficiency. You can Learn it from Python Tutorial in a week, if you know about programming.
  - Introduction to Algorithms, third edition 算法导论(原书第2版) is a comprehensive book, including basic algorithm and some deep topics like “linear programming”.
  - The Art of Computer Programming 计算机程序设计艺术 is a seiries of books consist of 7 volumes. It’s author 高德纳（Donald Ervin Knuth) is truely a legendary figure who invented TeX .
Quantitative Strategy:
- WebSim of WorldQuant provides many usefull videos and ideas,
- **Quantitative Equity Portfolio Management ( 证券组合定量管理 ) ** shows another Genre of Quantitative Finance different from the ” WorldQuant way”,
- Learn from your practical trading experience,
- Dig ideas from forums, social medias, e. g. 韬客, FX168,
- Find wisdom from Books, e. g. 股票大作手回忆录 , 短线交易大师 , 海龟交易法则,
- Get intelligence from conversation with smart men,
- Some strategy research paper also provides many useful trading rules.
- 量化投资 是国内第一本量化投资的专著, 值得买来收藏. 作者丁鹏博士帅得不可方物.
Financial Knowledge (not must know, because you can learn in your work laterly.):
- Options, Futures and Other Derivatives (6th Edition) ( 期权、期货和其他衍生品 ),
- Try to get a Chartered Financial Analyst license, Level one is easy for most of us.
Other skills:
- Linux/Unix, Just get one and use it and google the problems you meet. Maybe you can buy a VPS and host the services(shadowsocks, blog, trading bot etc.) you need on it. Digital Ocean have a lowest $5/month plan, Budget VM provides plan with price as low as $15/year;
- Version Control, Git (/ɡɪt/) is a distributed revision control system with an emphasis on speed, data integrity, and support for distributed, non-linear workflows. Github is a web-based Git repository hosting service, which offers all of the distributed revision control and source code management (SCM) functionality of Git as well as adding its own features. And you can learn Git In a quick way from Pro Git ;
- Python-Sphinx Sphinx is a tool that makes it easy to create intelligent and beautiful documentation, written by Georg Brandl and licensed under the BSD license. And it’s the tool this site built with.
- Doxygen is the de facto standard tool for generating documentation from annotated C++ sources, but it also supports other popular programming languages such as C, Objective-C, C#, PHP, Java, Python, IDL (Corba, Microsoft, and UNO/OpenOffice flavors), Fortran, VHDL, Tcl, and to some extent D.
- GNU Make is a tool which controls the generation of executables and other non-source files of a program from the program’s source files.
Suggested Reading:
- How to Become a Hacker ;
- Go to Quora to follow topics and and people you interested in;
  去知乎去关注你感兴趣的人和话题;
- Solidot;
- 浪潮之巅;
- 黑客与画家.
- 数学、常识和好运——2014年美国数学协会举办的AMS上西蒙斯的发言 , 数学、常识和好运——2014年美国数学协会举办的AMS上西蒙斯的发言（下）