1. 推荐学习材料, 全学会之后可以自己一个人起一个微型Hedge Fund你信不信?

  1. 统计, 大数据(Big Data), 机器学习, 人工智能 (这几个概念在我们数学出身的人看来都是一个东西):

    1. An Introduction to Statistical Learning ;
    2. 数学之美 ;
    3. Tools: Spark, R, python pandas . Hadoop, Cassandra;
  2. Coding, we need to learn at least two Programming Language, a low level one like C++, and a high level one Python. We can develop compute-intensive projects with the low level one, and we can finish projects in a fast way with the high level one. :

    1. C++ Primer. Hell not C++ Primer Plus. If you don’t want to be a pure C++ Programmer, any C++ book is OK.
    2. Python as a scripting language, can highly enhance our working efficiency. You can Learn it from Python Tutorial in a week, if you know about programming.
    3. Maybe you will be like to know about R, MATLAB, Mathematica, Fortran, Java, Ruby. Even you need to know something about Erlang, LISP, Haskell, which are known as Functional programming .
  3. Algorithm:

    1. LeetCode is a shortcut to both coding and algorithm.
    2. Introduction to Algorithms, third edition 算法导论(原书第2版) is a comprehensive book, including basic algorithm and some deep topics like “linear programming”.
    3. The Art of Computer Programming 计算机程序设计艺术 is a seiries of books consist of 7 volumes. It’s author 高德纳(Donald Ervin Knuth) is truely a legendary figure who invented TeX .
  4. Quantitative Strategy:

    1. WebSim of WorldQuant provides many usefull videos and ideas, [1]
    2. Quantitative Equity Portfolio Management ( 证券组合定量管理 ) shows another Genre of Quantitative Finance different from the ” WorldQuant way”, [2]
    3. Learn from your practical trading experience,
    4. Dig ideas from forums, social medias, e. g. 韬客, FX168,
    5. Find wisdom from Books, e. g. 股票大作手回忆录 , 短线交易大师 , 海龟交易法则,
    6. Get intelligence from conversation with smart men,
    7. Some strategy research paper also provides many useful trading rules.
    8. 量化投资 是国内第一本量化投资的专著, 值得买来收藏. 作者 丁鹏博士 帅得不可方物.
  5. Financial Knowledge (not must know, because you can learn in your work laterly.):

    1. Options, Futures and Other Derivatives (6th Edition) ( 期权、期货和其他衍生品 ),
    2. Try to get a Chartered Financial Analyst license, Level one is easy for most of us.
  6. Other skills:

    1. Linux/Unix, Just get one and use it and google the problems you meet. Maybe you can buy a VPS and host the services(shadowsocks, blog, trading bot etc.) you need on it. Digital Ocean have a lowest $5/month plan, Budget VM provides plan with price as low as $15/year;

    2. Version Control, Git (/ɡɪt/) is a distributed revision control system with an emphasis on speed, data integrity, and support for distributed, non-linear workflows. Github is a web-based Git repository hosting service, which offers all of the distributed revision control and source code management (SCM) functionality of Git as well as adding its own features. And you can learn Git In a quick way from Pro Git ;

    3. Text Editor:

      1. GNU Emacs is an extensible, customizable text editor—and more.
      2. Vim (/vɪm/; a contraction of Vi IMproved) is a clone of Bill Joy’s vi editor for Unix.
      3. Sublime Text is a sophisticated text editor for code, markup and prose.

      I’m an Emacs User since 2010. 俗话说: “Vim是编辑器之神, Emacs是神之编辑器.” For new coder, I recommend you to start with Sublime which is more fashion ‘and more’;

    4. Documentation Tools:

      1. Python-Sphinx Sphinx is a tool that makes it easy to create intelligent and beautiful documentation, written by Georg Brandl and licensed under the BSD license. And it’s the tool this site built with.
      2. Doxygen is the de facto standard tool for generating documentation from annotated C++ sources, but it also supports other popular programming languages such as C, Objective-C, C#, PHP, Java, Python, IDL (Corba, Microsoft, and UNO/OpenOffice flavors), Fortran, VHDL, Tcl, and to some extent D.
    5. GNU Make is a tool which controls the generation of executables and other non-source files of a program from the program’s source files.

  7. Suggested Reading:

    1. How to Become a Hacker ;
    2. Go to Quora to follow topics and and people you interested in;
    3. 知乎 去关注你感兴趣的人和话题;
    4. Solidot;
    5. 浪潮之巅;
    6. 黑客与画家.
    7. 数学、常识和好运——2014年美国数学协会举办的AMS上西蒙斯的发言 , 数学、常识和好运——2014年美国数学协会举办的AMS上西蒙斯的发言(下)

What you can do, when you have got all the above skills:

  1. Go to an IT company like Google, Facebook, BAT to be a Computer Science Engineer.
  2. Go to a Quantitative Investment Company and turn into a Quantitative Trader or Back-End Developer.
  3. Get to be a Data Scientist.
  4. Start your own mini Hedge Fund within a few Months. Let me show you the steps:
    1. Go to WorldQuant websim system to practice and develop some useful strategies;
    2. Buy a VPS from Budget VM , Digital Ocean or Linode, install Ubuntu on it;
    3. Go to OANDA , and sign up an practice account;
    4. Learn about the free API of OANDA;
    5. Download historical data of your interested Investment Target (EUR/USD, Gold/USD, etc. suggested.);
    6. Back test your strategies developed at WorldQuant websim on these historical data.
    7. Develop your trading bot with the OANDA free API, and host it on your VPS, then put some money into your account and make money automatically.
    8. When you get some trading experience and 10000 USD, you can shift your account to Interactive Brokers . And do some real trading.

Just kidding. GLHF with your learning.

学习做投资犹如练习华山剑法, 量化就是剑宗, 基本面分析就是气宗. 真正大咖如风清扬, 表面虽然是剑宗, 实际他的气功也是一等一的. 要成事, 必须剑气并重.

[1]如果对这种量化流派感兴趣建议去找九坤投资(Ubiquant), 三年二十倍从10M做到0.2B不是吹的. 要求比较高, 一般只要清北研究生. 有实力的话, 实习生都能拿到百万年薪哟.
[2]对这个感兴趣的可以投简历到 quantbjhr@gmail.com 具体要求请点击 量化招募