Bộ sách luyện thi ETS 2023 LC&RC
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Sách keo gáy, bìa mềm
The book brings up key topics in developing
quantitative models such as problems of overfitting and regime shifts.
However, I doubt anything in the book would result in consistent
profits. The author puts forth cointegation as a useful way too model
price behavior; however, his metric in analyzing whether time series are
cointegrated doesn't look right. Nevertheless, it is a good primer to
developing quantitative trading models.
Categories:Business & Economics
Year:2009
Language:english
Pages:204
