作者:Jerry Ma
链接:https://www.zhihu.com/question/21359162/answer/255632469
来源:知乎
著作权归作者所有。商业转载请联系作者获得授权,非商业转载请注明出处。
国内各种写的量化的书,都是鸡肋,他们本身就是翻译国外或者东拼西凑凑字数赚出版费的,所以不建议看国内的书,有能力的直接看国外的量化投资书籍,毕竟国外量化发展的时间比较早,比国内成熟的多。英文表面上看起来比较难读,但却很好懂,无非就是你单词不认识,查查单词,但是英文的逻辑非常好,看过英文原版书的朋友都知道,英文原版的书逻辑性强,可读性强,慢一点不要紧,只要能读懂,能够深刻理解,比你看那些东拼西凑来的中文书好太多,在这里给你推荐15本国外不错的量化投资书籍,希望对你有帮助:
1、Quantum Finance Path Integrals and Hamiltonians for Options and Interest Rates
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2、Quantitative Financial Risk Management
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3、QuantitativeTrading How to Build Your Own Algorithmic Trading Business
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4、Quantitative Trading Strategies
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5、Quantitative Methods in Finance
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6、Quantitative Credit Portfolio Management
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7、Quantitative Strategies for Achieving Alpha
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8、Quantitative Risk Management
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9、Quantitative Risk Management Concepts, Techniques and Tools
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10、Quantitative Methods in Finance
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11、Quantitative Equity Portfolio Management:Modern Techniques and Applications
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12、Quantitative Trading with R Understanding Mathematical and Computational Tools from a Quant's Perspective
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13、Quantitative Finance Economics
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14、Quant Job Interview - Questions and Answers
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15、Quantative Finance