วันศุกร์ที่ 4 กันยายน พ.ศ. 2558

My Reading List :Week4-08-2015

list ของบทความที่น่าสนใจซึ่ง ผมไปอ่าน และอยากแชร์ ให้น้องๆที่ฝึกเทรดได้ลองไปอ่านกัน






1. Value at risk

2.  Monte Carlo Transformation Procedures

3. Over view VAR

4.  Exotic Derivatives

5. Implied Volatility Correlations

6.Volatility and Correlation Don’t Measure What You Think

7. Beta Often Is A "Meaningless Concept"

8. GARCH

9.A practical introduction to garch modeling

10.fake-goldman-sachs

11. When correlation becomes causality

12.Developing high-frequency equities trading models

13.Chinese authorities took a hedge fund chief into custody and now its share price is falling


14. China-hedge-funds


15. Improving the Simple ETF Rotational Trading Model

16. How the most powerful female hedge fund manager

17. Welcome to Quantitative Tightening as $12 Trillion Reserves Fall

18.High frequency trading and the new algorithmic ecosystem

19.Ray Dalio: It’s A Depression, Not Recession


20. How to survive a market crash

21.the-oldest-woman-on-wall-street

22. Warren Buffett’s Berkshire Hathaway Lost $11 Billion in the Stock Market Selloff

23. AI

24. Lacker Says It’s Time for Fed to End Era of Zero Rates