Quantitative Investing: From Theory to Industry
暫譯: 量化投資：從理論到實務
Ma, Lingjie
- 出版商: Springer
- 出版日期: 2020-09-08
- 售價: $5,090
- 貴賓價: 9.5 折 $4,836
- 語言: 英文
- 頁數: 455
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 3030472019
- ISBN-13: 9783030472016
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相關分類:
投資理財 Investment、Data Science、程式語言
海外代購書籍(需單獨結帳)
相關主題
商品描述
This book provides readers with a systematic approach to quantitative investments and bridges the gap between theory and practice, equipping students to more seamlessly enter the world of industry. A successful quantitative investment strategy requires an individual to possess a deep understanding of the financial markets, investment theories and econometric modelings, as well as the ability to program and analyze real-world data sets.
In order to connect finance theories and practical industry experience, each chapter begins with a real-world finance case study. The rest of the chapter introduces fundamental insights and theories, and teaches readers to use statistical models and R programming to analyze real-world data, therefore grounding the learning process in application. Additionally, each chapter profiles significant figures in investment and quantitative studies, so that readers can more fully understand the history of the discipline.This volume will be particularly useful to advanced students and practitioners in finance and investments.
商品描述(中文翻譯)
這本書為讀者提供了一個系統化的量化投資方法，彌合了理論與實踐之間的鴻溝，使學生能夠更順利地進入產業界。成功的量化投資策略要求個人對金融市場、投資理論和計量經濟模型有深入的理解，以及具備編程和分析現實數據集的能力。
為了將金融理論與實際產業經驗相連結，每一章都以一個真實的金融案例研究開始。接下來的內容介紹基本的見解和理論，並教導讀者使用統計模型和 R 編程來分析現實數據，從而使學習過程根植於應用之中。此外，每一章還介紹了投資和量化研究中的重要人物，讓讀者能更全面地了解這一學科的歷史。
本書對於高級學生和金融及投資實務工作者特別有用。
作者簡介
Dr. Lingjie Ma has 15 years of experience developing global multi-asset investment strategies. He has worked as both a head of research and as a portfolio manager in the investment industry, overseeing full-spectrum investment process and business management. He joined the University of Illinois at Chicago in 2016 as a clinical associate professor in finance. Dr. Ma is a frequent public speaker on quantitative investing and quantamental strategies.
作者簡介(中文翻譯)
馬靈杰博士擁有15年的全球多資產投資策略開發經驗。他曾在投資行業擔任研究主管和投資組合經理，負責全面的投資流程和業務管理。馬博士於2016年加入伊利諾伊大學芝加哥分校，擔任金融學臨床副教授。馬博士經常在公共場合發表有關量化投資和量化基本面策略的演講。
