November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
Content preview from Python算法交易
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134
｜
第
4
章
莫斯科维茨等的论文。提供对所谓时间序列动量策略的分析：
Moskowitz, Tobias, Yao Hua Ooi, and Lasse Heje Pedersen. 2012.
“
Time Series
Momentum.
”
Journal of Financial Economics
104: 228-250.
下面的这些论文对资产价格的均值回归进行了实证分析：
Balvers, Ronald, Yangru Wu, and Erik Gilliland. 2000.
“
Mean Reversion across
National Stock Markets and Parametric Contrarian Investment Strategies.
”
Journal
of Finance
55, (2): 745-772.
Kim, Myung Jig, Charles Nelson, and Richard Startz. 1991.
“
Mean Reversion in Stock
Prices? A Reappraisal of the Empirical Evidence.
”
Review of Economic Studies
58: 515-528.
Spierdijk, Laura, Jacob Bikker, and Peter van den Hoek. 2012.
“
Mean Reversion ...
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I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.