=======================
量化投资学习资料
=======================
量化投资经典学习资料下载:http://www.joinquant.com/post/467
主要包括以下内容的下载地址
一、python for 量化
1 像计算机科学家一样思考Python
2 [Python标准库].Doug.Hellmann.扫描版
3《Python科学计算》.(张若愚)
4 用Python做科学计算
5 利用Python进行数据分析
6 Python数据分析基础教程:NumPy学习指南(第2版)
7 NumPy攻略
7 Python科学计算与数据分析
8 A Practical Guide To Quantitative Portfolio Trading
9 Data Structures and Algorthms Using Python
10 Mastering Python for Finance
...
二、R for 量化
1 R语言入门
2 R语言编程艺术
3 R语言实战 中文版
4 使用R进行数据分析与作图
5 Introduction.to.R.for.Quantitative.Finance
6 Quantitative Trading with R Understanding Mathematical and Computational Tools from a Quant's Perspective
7 Mastering R for Quantitative Finance
8 Mastering Predictive Analytics with R
9 金融数据分析导论:基于R语言
...
三、Quant Interview Books
1 150 Most Frequently Asked Questions on Quant Interviews
2 [Mark Joshi]Quant Job Interview Questions And Answers
3 [Xinfeng Zhou]A practical Guide to quantitative finance interviews
4 Frequently-Asked-Questions-Quant-Interview
5 Heard on the Street Quantitative Questions from Wall Street Job Interviews
6 The 200 Investment Banking Interview Questions & Answers You Need to Know
...
四、投资阅读书籍
1 algorithmic trading winning strategies and their rationale
2 barra handbook US
3 Encyclopedia of Trading Strategies(交易策略百科全书)
4 Inside the Black Box -A Simple Guide to Quantitative and High Frequency Trading(2nd.Edition)
5 NASSIM Taleb-Dynamic Hedging
6 Options Futures and Other Derivatives 8th - John Hull
7 Quantative Trading Strategies
8 Quantitative Equity Portfolio Management:Modern Techniques and Applications
9 Quantitative Trading How to Build Your Own Algorithmic Trading Business
10 Quantitative Trading How to Build Your Own Algorithmic Trading Business
...
五、计量经济学
1 金融计量学从初级 到 高级建模技术
2 哈佛教材 应用计量经济学 stata
3 高等计量经济学 李子奈等编着
4 Analysis of Financial Time Series- Financial Econometrics(2002)金融时序分析
5 Phoebus J. Dhrymes, Mathematics for Econometrics, 4e
6 Osborne,Rubinstein-A Course in Game Theory
7 Model Building in Mathematical Programming(5e)
8 Hayashi - Econometrics
9 Gujarati-Essentials of Econometrics计量精要
10 Akira Takayama - Mathematical Economics
...
六、研究报告
1 国信证券金融工程
2 大券商2016年年度投资策略报告
3 光大证券
4 海通证券申
5 万大师系列
6 他山之石系列
7 中信证券
8 广发证券
视频:
1 python
2 R语言基础、进阶、七武器(quantmod、ggplot2....)
3 金融工程 89集 郑振龙 厦门大学
4 金融时间序列分析
推荐一些Python入门学习资料(持续添加中...):
http://www.joinquant.com/post/467