Brief introduction of the author
Ding Peng
As a pioneer in quantitative investment research, China developed the D-Alpha quantitative hedging trading system, and achieved a sustained and stable rate of return in actual combat.
He graduated from the Computer Department of Shanghai Jiaotong University with a doctorate in engineering. He is an internationally renowned artificial intelligence researcher and a member of the Institute of Electrical and Electronic Engineers (IEEE) and the American Financial Association (AFA).
He joined Shanghai Jiaotong University at the end of 20001and has been deeply involved in the fields of financial engineering and financial mathematics for many years. He has published more than ten academic articles in top international journals and conferences and won five national invention patents.
Quantitative Investment-Strategy and Technology is the first book about quantitative investment strategy in China. Firstly, it introduces the legendary story of Simmons, a master of quantitative investment (earning 60% every year for 20 consecutive years). Then it introduces all aspects of quantitative investment with more than 60 cases, which are mainly divided into two parts: strategy and theory. Strategies mainly include: quantitative stock selection, quantitative timing, stock index futures arbitrage, commodity futures arbitrage, statistical arbitrage, option arbitrage, algorithmic trading and asset allocation. Theoretical articles mainly include: artificial intelligence, data mining, wavelet analysis, support vector machine, fractal theory, stochastic process and it technology. Finally, the d-alpha quantitative hedging trading system developed by the author is introduced, and the global market verification shows that the system has a long-term stable rate of return.
Quantitative investment-strategy and technology are suitable for fund managers, securities analysts, ordinary retail investors and people from all walks of life who are interested in financial investment.