Note of Program Trading

Quants

Beat the Market: A Scientific Stock Market System. Edward O. Thorp

James Simon
壁虎式投資

期指比牛熊證及窩輪公平
不像黃金外匯, 中央銀行及大型機構操縱
期指較股票波動

Ken Griffin

Linda Bradford Raschke
MACD 3,10,16

Market is like weather


Martin Zweig
Magic T-Theory
10 day EMA, not 10 days SMA

MA - Simple, Weighted and Exponential

Scott Patterson - The Quants
Edward Thorp, Boaz Weinstein, Peter Muller

決勝21點 Boaz Weinstein
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