Screen Library期货和股票量化趋势跟踪策略：量化投资前沿探索
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| Main Authors: | |
|---|---|
| Published: |
法律出版社
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| Publisher Address: | 北京 |
| Publication Dates: | 2018 |
| Literature type: | Book |
| Language: | Chinese |
| Subjects: | |
| Carrier Form: | 182页: ; 24cm |
| ISBN: | 978-7-5197-2762-8 |
| Index Number: | F830 |
| CLC: |
F830.93 F830.91 |
| Call Number: | F830.93/1483 |
| Contents: | 本书针对期货和股票量化趋势跟踪策略，探讨了股票和期货市场价格趋势形成的原理、量化趋势跟踪策略的构建方法、策略回报特点、策略收益周期性、期限结构、交易成本、策略失效等问题。 |