趋势永存:打败市场的动量策略 = Stocks on the move:beating the market with hedge fund momentum strategies

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Bibliographic Details
Main Authors: 美 克列诺 Clenow, Andreas F ((美)Andreas F. Clenow著)
Group Author: 陈杰 (译); 王小川 计算机技术 (译); 郑志勇 基金 (译)
Published: 电子工业出版社
Publisher Address: 北京
Publication Dates: 2018
Literature type: Book
Language: Chinese
Series: 交易大师系列
Subjects:
Carrier Form: 189页: ; 24cm
ISBN: 978-7-121-34920-1
Index Number: F830
CLC: F830.91
Call Number: F830.91/4213-1
Contents: 本书详细地介绍了一种操作简便、逻辑扎实、鲁棒性强的动量策略,并给出了量化实现和回测建议。