https://uynajgi.github.io/yuulibrary/tags/%E6%8A%95%E8%B5%84%E4%BA%A4%E6%98%93.htmlRecent content in 投资交易 on Yuunagi LibraryHugozh-CN© YuunagiFri, 17 Jul 2026 23:03:29 +0800https://uynajgi.github.io/yuulibrary/books/price-action-trading/index.htmlWed, 01 Jul 2026 00:00:00 +0000https://uynajgi.github.io/yuulibrary/books/price-action-trading/index.html<section class="book-cover"> <h1 class="book-cover-title">裸K线交易法</h1> <p class="book-cover-subtitle">价格行为（Price Action）全面详解</p> <p class="book-cover-author">许佳聪 著</p> </section> <h2 id="目录">目录<a class="anchor" href="#%e7%9b%ae%e5%bd%95">#</a></h2> <div class="book-toc-list"> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/price-action-trading/preface.html"> <span class="toc-row-title">前言</span> <span class="toc-row-desc">我是从2010年开始炒股的，那个时候上证指数在3000点左右徘徊。我不但没有获得收益，而且还亏了一笔钱。2011年年底的时候A股已经跌到了2000点左右，我也是...</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/price-action-trading/ch01.html"> <span class="toc-row-title">第1章　二八定律</span> <span class="toc-row-desc">1720年，英国南海公司股票大涨，伟大的物理学家、数学家、政治家牛顿投进7000英镑购买该股。当年7月，南海公司股票涨到1000英镑一股，涨了8倍。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/price-action-trading/ch02.html"> <span class="toc-row-title">第2章　K　线</span> <span class="toc-row-desc">本章我们将重点讲讲K线，这是整个裸K线交易系统的基础。没有K线，我们无从谈起&#39;裸K线&#39;，只有充分掌握了K线的相关知识，才可以让我们进行后续的学习。如果你对K线有...</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/price-action-trading/ch03.html"> <span class="toc-row-title">第3章　交易系统详解</span> <span class="toc-row-desc">交易系统之所以称为交易系统，是因为它是一套完整的交易解决方案。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/price-action-trading/ch04.html"> <span class="toc-row-title">第4章　神奇的Pinbar</span> <span class="toc-row-desc">这一章我们要正式开始接触裸K线交易法了。我们先来认识一下裸K线交易系统的最重要的信号:Pinbar！</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/price-action-trading/ch05.html"> <span class="toc-row-title">第5章　关键位</span> <span class="toc-row-desc">上一章我们讲到了我们的交易信号&#39;Pinbar&#39;，本章就来谈谈另一个核心的知识点:关键位。可以说，关键位是我们裸K线交易中最重要的一个判断准则，没有之一！</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/price-action-trading/ch06.html"> <span class="toc-row-title">第6章　裸K线交易法(Price Action)</span> <span class="toc-row-desc">经过前几章的学习，我们已经掌握了使用裸K线交易法的基础知识。现在，我将给大家讲解我们的裸K线交易系统(Price Action)，把最核心的实战交易方法给大家做</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/price-action-trading/ch07.html"> <span class="toc-row-title">第7章　裸K线交易法实战应用</span> <span class="toc-row-desc">我们已经学习了裸K线交易系统的绝大多数理论知识，下面我们将进入实战。以下实战都是以我个人的交易系统来操作的，仅供各位参考。各位在实战中应该有自己的特点，没有必要</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/price-action-trading/ch08.html"> <span class="toc-row-title">第8章　金字塔加仓法</span> <span class="toc-row-desc">下面介绍一种高风险高回报的加仓模式——金字塔加仓法，在大家掌握之前，我建议还是用模拟盘来测试比较稳妥。实盘操作的难度有点大，需要我们严格地执行交易计划以及对于仓</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/price-action-trading/ch09.html"> <span class="toc-row-title">第9章　复　盘</span> <span class="toc-row-desc">复盘，是每个交易者必须经历的过程。无论是增强盘感，还是精进交易方式方法的把握程度，都是一个极好的选择。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/price-action-trading/ch10.html"> <span class="toc-row-title">第10章　交易心理</span> <span class="toc-row-desc">假设有10个人，他们的智商和投资经验都一样，甚至其他方面的条件都在同一水平上。他们一同学习了裸K线交易法，但是最后的交易结果却可能完全不同。可能有3个人可以通过...</span> <span class="toc-row-arrow">›</span> </a> </div>https://uynajgi.github.io/yuulibrary/books/stocks-on-the-move/index.htmlTue, 30 Jun 2026 00:00:00 +0000https://uynajgi.github.io/yuulibrary/books/stocks-on-the-move/index.html<section class="book-cover"> <h1 class="book-cover-title">Stocks on the Move</h1> <p class="book-cover-subtitle">Beating the Market with Hedge Fund Momentum Strategies</p> <p class="book-cover-author">Andreas F. Clenow</p> </section> <h2 id="目录">目录<a class="anchor" href="#%e7%9b%ae%e5%bd%95">#</a></h2> <div class="book-toc-list"> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/stocks-on-the-move/preface.html"> <span class="toc-row-title">前言</span> <span class="toc-row-desc">本书写作背景与动机。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/stocks-on-the-move/ch01.html"> <span class="toc-row-title">第1章 · 共同基金的问题</span> <span class="toc-row-desc">共同基金的机制、表现与ETF替代方案。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/stocks-on-the-move/ch02.html"> <span class="toc-row-title">第2章 · 股票是最难的资产类别</span> <span class="toc-row-desc">指数构建、市值偏差、行业分类与幸存者偏差。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/stocks-on-the-move/ch03.html"> <span class="toc-row-title">第3章 · 趋势跟踪在股票上有效吗？</span> <span class="toc-row-desc">标准趋势跟踪模型、历史新高模型与语义辨析。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/stocks-on-the-move/ch04.html"> <span class="toc-row-title">第4章 · 动量效应</span> <span class="toc-row-desc">动量投资的理论基础与系统性方法的优势。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/stocks-on-the-move/ch05.html"> <span class="toc-row-title">第5章 · 市场环境过滤器</span> <span class="toc-row-desc">用指数均线判断牛熊市，过滤交易信号。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/stocks-on-the-move/ch06.html"> <span class="toc-row-title">第6章 · 股票排名</span> <span class="toc-row-desc">用多因子排名选择最佳候选股票。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/stocks-on-the-move/ch07.html"> <span class="toc-row-title">第7章 · 头寸规模</span> <span class="toc-row-desc">基于ATR的风险平价头寸管理。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/stocks-on-the-move/ch08.html"> <span class="toc-row-title">第8章 · 何时卖出</span> <span class="toc-row-desc">止损、止盈与再平衡的卖出规则。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/stocks-on-the-move/ch09.html"> <span class="toc-row-title">第9章 · 完整的动量交易策略</span> <span class="toc-row-desc">将排名、过滤、头寸和卖出规则组合为完整策略。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/stocks-on-the-move/ch10.html"> <span class="toc-row-title">第10章 · 策略实战</span> <span class="toc-row-desc">实际执行策略的操作流程与注意事项。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/stocks-on-the-move/ch11.html"> <span class="toc-row-title">第11章 · 动量策略表现</span> <span class="toc-row-desc">策略整体收益、回撤与风险指标分析。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/stocks-on-the-move/ch12.html"> <span class="toc-row-title">第12章 · 逐年回顾</span> <span class="toc-row-desc">1999-2014年每年的策略表现详细复盘。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/stocks-on-the-move/ch13.html"> <span class="toc-row-title">第13章 · 策略分析</span> <span class="toc-row-desc">参数敏感性、行业分布与策略稳健性分析。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/stocks-on-the-move/ch14.html"> <span class="toc-row-title">第14章 · 华尔街的随机暴击</span> <span class="toc-row-desc">将策略与随机选股、共同基金和学术因子模型对比。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/stocks-on-the-move/ch15.html"> <span class="toc-row-title">第15章 · 模拟策略</span> <span class="toc-row-desc">用Excel和Python自行构建回测系统的方法。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/stocks-on-the-move/bibliography.html"> <span class="toc-row-title">参考书目</span> <span class="toc-row-desc">相关文献与延伸阅读。</span> <span class="toc-row-arrow">›</span> </a> </div>https://uynajgi.github.io/yuulibrary/books/trend-following-masters/index.htmlTue, 30 Jun 2026 00:00:00 +0000https://uynajgi.github.io/yuulibrary/books/trend-following-masters/index.html<section class="book-cover"> <h1 class="book-cover-title">投资决策的关键解答</h1> <p class="book-cover-subtitle">预测布局、心理偏误、风险控制、心态纪律──顺势交易专家帮你向全球大师问出精准答案</p> <p class="book-cover-author">麦可·卡威尔（Michael Covel）</p> </section> <h2 id="目录">目录<a class="anchor" href="#%e7%9b%ae%e5%bd%95">#</a></h2> <div class="book-toc-list"> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trend-following-masters/preface01.html"> <span class="toc-row-title">推荐序 · 舞动赚钱利器的人</span> <span class="toc-row-desc">交易心理教练李哲纬（鲔爸）谈交易心理素质的重要性。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trend-following-masters/preface02.html"> <span class="toc-row-title">推荐序 · 模仿成功者的心态</span> <span class="toc-row-desc">资工心理人谈模仿成功者心态对交易的重要性。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trend-following-masters/foreword.html"> <span class="toc-row-title">前言 · 大师智慧思维的集结</span> <span class="toc-row-desc">麦可·卡威尔介绍本书的缘起与访谈历程。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trend-following-masters/ch01.html"> <span class="toc-row-title">第1章 · 不对称的亏损心理</span> <span class="toc-row-desc">访谈对象：丹尼尔·康纳曼。涵盖主题：理性的假设与质疑等。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trend-following-masters/ch02.html"> <span class="toc-row-title">第2章 · 成功需要刻意练习</span> <span class="toc-row-desc">访谈对象：安德斯·艾瑞克森。涵盖主题：对「变好」的追求等。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trend-following-masters/ch03.html"> <span class="toc-row-title">第3章 · 化解复杂的简单法则</span> <span class="toc-row-desc">访谈对象：捷尔德·吉仁泽。涵盖主题：缺乏资讯的快速决策等。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trend-following-masters/ch04.html"> <span class="toc-row-title">第4章 · 未来可以操控的幻觉</span> <span class="toc-row-desc">访谈对象：斯派洛斯·马克里达基斯。涵盖主题：预测，「不确定」的代名词等。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trend-following-masters/ch05.html"> <span class="toc-row-title">第5章 · 限缩自我的孩童思维</span> <span class="toc-row-desc">访谈对象：艾利森·高普尼克。涵盖主题：「不成熟」是一种优势等。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trend-following-masters/ch06.html"> <span class="toc-row-title">第6章 · 预见未来是一门艺术</span> <span class="toc-row-desc">访谈对象：菲利普·泰特洛克。涵盖主题：不存在的预言专家等。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trend-following-masters/ch07.html"> <span class="toc-row-title">第7章 · 高胜算，不用靠运气</span> <span class="toc-row-desc">访谈对象：安妮·杜克。涵盖主题：忽略「低机率」的选择等。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trend-following-masters/ch08.html"> <span class="toc-row-title">第8章 · 强化绩效的交易心流</span> <span class="toc-row-desc">访谈对象：布瑞特·史丁巴格。涵盖主题：交易中的高峰体验等。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trend-following-masters/ch09.html"> <span class="toc-row-title">第9章 · 优越交易的心理素质</span> <span class="toc-row-desc">访谈对象：樊恩·萨普。涵盖主题：交易心理的模型等。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trend-following-masters/ch10.html"> <span class="toc-row-title">第10章 · 卓越者的养成与再造</span> <span class="toc-row-desc">访谈对象：亚历山大。涵盖主题：科学化交易的学习等。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trend-following-masters/ch11.html"> <span class="toc-row-title">第11章 · 翻转绩效的行为校准</span> <span class="toc-row-desc">访谈对象：查理斯·福克纳。涵盖主题：有市场，必然存在赢家等。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trend-following-masters/ch12.html"> <span class="toc-row-title">第12章 · 金钱观的行动法则</span> <span class="toc-row-desc">访谈对象：行为经济学家们。涵盖主题：愈聪明，愈容易陷入偏误等。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trend-following-masters/ch13.html"> <span class="toc-row-title">第13章 · 能加值报酬的投资情绪</span> <span class="toc-row-desc">访谈对象：丹妮丝·夏尔。涵盖主题：量化情绪与自我认知等。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trend-following-masters/ch14.html"> <span class="toc-row-title">第14章 · 人类的无限潜能</span> <span class="toc-row-desc">访谈对象：杰克·史瓦格。涵盖主题：正向思考的力量等。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trend-following-masters/ch15.html"> <span class="toc-row-title">第15章 · 投资心理韧性的锻炼</span> <span class="toc-row-desc">访谈对象：多位专家。涵盖主题：锻炼与投资的共通性等。</span> <span class="toc-row-arrow">›</span> </a> </div>https://uynajgi.github.io/yuulibrary/books/quant-trading/index.htmlFri, 26 Jun 2026 00:00:00 +0000https://uynajgi.github.io/yuulibrary/books/quant-trading/index.html<section class="book-cover"> <h1 class="book-cover-title">量化交易</h1> <p class="book-cover-subtitle">如何建立自己的算法交易业务</p> <p class="book-cover-author">Ernest P. Chan</p> </section> <h2 id="目录">目录<a class="anchor" href="#%e7%9b%ae%e5%bd%95">#</a></h2> <div class="book-toc-list"> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/quant-trading/preface.html"> <span class="toc-row-title">前言</span> <span class="toc-row-desc">本书的目标读者、所需背景和内容概览。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/quant-trading/acknowledgments.html"> <span class="toc-row-title">致谢</span> <span class="toc-row-desc">致谢。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/quant-trading/ch01.html"> <span class="toc-row-title">第1章 · 量化交易的定义、参与者与原因</span> <span class="toc-row-desc">什么是量化交易、谁能成为量化交易者、量化交易的商业逻辑。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/quant-trading/ch02.html"> <span class="toc-row-title">第2章 · 寻找策略灵感</span> <span class="toc-row-desc">如何寻找适合自己的策略、常见策略陷阱、基本面与技术面数据源。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/quant-trading/ch03.html"> <span class="toc-row-title">第3章 · 回测</span> <span class="toc-row-desc">回测方法论——从数据清洗、模型构建到避免过拟合的完整流程。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/quant-trading/ch04.html"> <span class="toc-row-title">第4章 · 搭建你的交易业务</span> <span class="toc-row-desc">零售与自营交易平台选择、技术基础设施、经纪商比较。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/quant-trading/ch05.html"> <span class="toc-row-title">第5章 · 资金与风险管理</span> <span class="toc-row-desc">最优杠杆Kelly公式、风险管理工具、仓位控制与止损策略。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/quant-trading/ch06.html"> <span class="toc-row-title">第6章 · 量化交易专题</span> <span class="toc-row-desc">均值回复、协整、机器学习、高频交易等进阶量化专题。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/quant-trading/ch10.html"> <span class="toc-row-title">结论</span> <span class="toc-row-desc">量化交易的关键要点总结与行动建议。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/quant-trading/appendix_a.html"> <span class="toc-row-title">附录A · MATLAB速览</span> <span class="toc-row-desc">MATLAB常用函数与工具箱速览。</span> <span class="toc-row-arrow">›</span> </a> </div>https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/index.htmlFri, 26 Jun 2026 00:00:00 +0000https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/index.html<section class="book-cover"> <h1 class="book-cover-title">漫步华尔街</h1> <p class="book-cover-subtitle">A Random Walk Down Wall Street</p> <p class="book-cover-author">Burton G. Malkiel</p> </section> <h2 id="目录">目录<a class="anchor" href="#%e7%9b%ae%e5%bd%95">#</a></h2> <div class="book-toc-list"> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/preface.html"> <span class="toc-row-title">前言</span> <span class="toc-row-desc">作者前言与全书导览</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/part1.html"> <span class="toc-row-title">第一部分 · 股票及其价值</span> <span class="toc-row-desc">投资理论基础：坚实基础理论与空中楼阁理论，历史上的投机泡沫。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/ch01.html"> <span class="toc-row-title">第1章 · 坚实基础与空中楼阁</span> <span class="toc-row-desc">什么是随机漫步？投资的坚实基础理论与空中楼阁理论。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/ch02.html"> <span class="toc-row-title">第2章 · 群众的疯狂</span> <span class="toc-row-desc">荷兰郁金香泡沫、南海泡沫——历史上的投机狂潮。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/ch03.html"> <span class="toc-row-title">第3章 · 20世纪60年代至90年代的投机泡沫</span> <span class="toc-row-desc">成长股狂热、概念股泡沫、漂亮五十、日本地产泡沫。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/ch04.html"> <span class="toc-row-title">第4章 · 21世纪初的爆炸性泡沫</span> <span class="toc-row-desc">互联网泡沫与美国房地产泡沫的成因与崩盘。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/part2.html"> <span class="toc-row-title">第二部分 · 专业人士如何玩游戏</span> <span class="toc-row-desc">技术分析与基本面分析的方法、局限与实证检验。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/ch05.html"> <span class="toc-row-title">第5章 · 技术分析与基本面分析</span> <span class="toc-row-desc">图表分析与基本面分析的基本方法与局限。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/ch06.html"> <span class="toc-row-title">第6章 · 技术分析与随机漫步理论</span> <span class="toc-row-desc">技术分析系统的实证检验：动量、滤波、道氏理论。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/ch07.html"> <span class="toc-row-title">第7章 · 基本面分析有多好？</span> <span class="toc-row-desc">有效市场假说的三种形式与分析师预测的实证。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/part3.html"> <span class="toc-row-title">第三部分 · 新投资技术</span> <span class="toc-row-desc">现代投资组合理论、CAPM、行为金融学与智能贝塔。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/ch08.html"> <span class="toc-row-title">第8章 · 新步行鞋：现代投资组合理论</span> <span class="toc-row-desc">风险的定义、分散化与现代投资组合理论。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/ch09.html"> <span class="toc-row-title">第9章 · 增加风险以获取回报</span> <span class="toc-row-desc">Beta、CAPM、套利定价理论与Fama-French三因子模型。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/ch10.html"> <span class="toc-row-title">第10章 · 行为金融学</span> <span class="toc-row-desc">投资者的非理性行为：过度自信、羊群效应、损失厌恶。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/ch11.html"> <span class="toc-row-title">第11章 · 智能贝塔真的很聪明吗？</span> <span class="toc-row-desc">因子投资、低波动策略与市值加权指数的比较。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/part4.html"> <span class="toc-row-title">第四部分 · 随机漫步者的实用指南</span> <span class="toc-row-desc">保险、储蓄、债券、房产、指数基金——个人投资的完整操作指南。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/ch12.html"> <span class="toc-row-title">第12章 · 随机漫步者的健身手册</span> <span class="toc-row-desc">保险、储蓄、债券、房产——个人投资的实操指南。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/ch13.html"> <span class="toc-row-title">第13章 · 金融竞赛的赔率：理解与预测股票债券回报</span> <span class="toc-row-desc">历史回报的四个时代与未来回报的预测框架。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/ch14.html"> <span class="toc-row-title">第14章 · 生命周期投资指南</span> <span class="toc-row-desc">资产配置五原则与不同人生阶段的投资组合建议。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/random-walk-wall-street/ch15.html"> <span class="toc-row-title">第15章 · 华尔街的三大步</span> <span class="toc-row-desc">指数基金、自选股票与聘请专业人士——三种投资策略。</span> <span class="toc-row-arrow">›</span> </a> </div>https://uynajgi.github.io/yuulibrary/books/trade-your-way/index.htmlFri, 26 Jun 2026 00:00:00 +0000https://uynajgi.github.io/yuulibrary/books/trade-your-way/index.html<section class="book-cover"> <h1 class="book-cover-title">通向财务自由之路</h1> <p class="book-cover-subtitle">打造属于你的交易系统</p> <p class="book-cover-author">Van K. Tharp</p> </section> <div class="book-toc-list"> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trade-your-way/ch01.html"> <span class="toc-row-title">第1章 · 圣杯的传说</span> <span class="toc-row-desc">圣杯隐喻、交易中真正重要的事、市场天才建模、影响系统开发的认知偏差。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trade-your-way/ch02.html"> <span class="toc-row-title">第2章 · 设定你的目标</span> <span class="toc-row-desc">自我评估、交易目标设计、目标与系统开发的关系。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trade-your-way/ch03.html"> <span class="toc-row-title">第3章 · 系统开发的步骤</span> <span class="toc-row-desc">从理念到系统的完整开发流程——选择概念、测试、优化、评估。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trade-your-way/ch04.html"> <span class="toc-row-title">第4章 · 理解期望值与交易成功的关键</span> <span class="toc-row-desc">期望值计算、盈亏比、胜率、交易系统的绩效衡量。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trade-your-way/ch05.html"> <span class="toc-row-title">第5章 · 入场信号的使用</span> <span class="toc-row-desc">设置条件的类型——通道突破、均线交叉、波动率突破、基本面筛选。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trade-your-way/ch06.html"> <span class="toc-row-title">第6章 · 如何获利了结</span> <span class="toc-row-desc">止损与获利退出策略——固定止损、追踪止损、利润回撤保护。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trade-your-way/ch07.html"> <span class="toc-row-title">第7章 · 机会与成本因素</span> <span class="toc-row-desc">交易频率、滑点、佣金、市场冲击对系统绩效的影响。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/trade-your-way/ch08.html"> <span class="toc-row-title">第8章 · 仓位管理</span> <span class="toc-row-desc">仓位管理的重要性——固定比例、反等价鞅、Kelly公式、风险控制。</span> <span class="toc-row-arrow">›</span> </a> </div>https://uynajgi.github.io/yuulibrary/books/algo-trading/index.htmlWed, 24 Jun 2026 00:00:00 +0000https://uynajgi.github.io/yuulibrary/books/algo-trading/index.html<section class="book-cover"> <h1 class="book-cover-title">算法交易与套利交易</h1> <p class="book-cover-subtitle">从投资理论到量化策略</p> <p class="book-cover-author">赵胜民 编著</p> </section> <h2 id="目录">目录<a class="anchor" href="#%e7%9b%ae%e5%bd%95">#</a></h2> <div class="book-toc-list"> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/algo-trading/preface.html"> <span class="toc-row-title">前言</span> <span class="toc-row-desc">全书目录与内容概览——从投资收益与风险到套利失败的教训。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/algo-trading/ch01.html"> <span class="toc-row-title">第1章 · 投资的收益与风险</span> <span class="toc-row-desc">收益计算、风险评估、风险溢价——投资决策的基础。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/algo-trading/ch02.html"> <span class="toc-row-title">第2章 · 资产配置与均值方差模型</span> <span class="toc-row-desc">资产类别、投资组合收益与方差、现代投资组合理论、有效前沿。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/algo-trading/ch03.html"> <span class="toc-row-title">第3章 · CAPM 和套利定价理论</span> <span class="toc-row-desc">CAPM 推导与检验、单指数模型、套利定价理论。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/algo-trading/ch04.html"> <span class="toc-row-title">第4章 · 金融计算基础及对债券的估值</span> <span class="toc-row-desc">货币时间价值、债券估值、收益率曲线、久期与凸性。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/algo-trading/ch05.html"> <span class="toc-row-title">第5章 · 股票基础分析</span> <span class="toc-row-desc">股票估值模型、财务报表分析、基本面分析框架。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/algo-trading/ch06.html"> <span class="toc-row-title">第6章 · 算法交易简介</span> <span class="toc-row-desc">算法交易概述、市场微观结构、电子交易发展历程。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/algo-trading/ch07.html"> <span class="toc-row-title">第7章 · 算法交易系统的结构</span> <span class="toc-row-desc">算法交易系统架构、订单管理系统、市场数据接入。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/algo-trading/ch08.html"> <span class="toc-row-title">第8章 · 交易成本分析</span> <span class="toc-row-desc">交易成本构成、冲击成本、隐性成本、成本管理。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/algo-trading/ch09.html"> <span class="toc-row-title">第9章 · 算法交易策略介绍</span> <span class="toc-row-desc">执行算法、VWAP/TWAP/IS 策略、智能订单路由。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/algo-trading/ch10.html"> <span class="toc-row-title">第10章 · 交易后分析和算法的选择</span> <span class="toc-row-desc">交易后分析框架、算法性能评估、Benchmark 比较。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/algo-trading/ch11.html"> <span class="toc-row-title">第11章 · 配对交易</span> <span class="toc-row-desc">统计套利基础、协整检验、配对选择与交易信号。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/algo-trading/ch12.html"> <span class="toc-row-title">第12章 · 可转换债券套利</span> <span class="toc-row-desc">可转债定价、Delta/ Gamma 对冲、套利策略构建。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/algo-trading/ch13.html"> <span class="toc-row-title">第13章 · 风险套利</span> <span class="toc-row-desc">并购套利、事件驱动策略、风险与收益分析。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/algo-trading/ch14.html"> <span class="toc-row-title">第14章 · 股指期货套利</span> <span class="toc-row-desc">期指定价偏差、跨期套利、跨品种套利策略。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/algo-trading/ch15.html"> <span class="toc-row-title">第15章 · 套利失败的教训——长期资本管理公司的教训</span> <span class="toc-row-desc">长期资本管理公司兴衰、杠杆风险、流动性危机教训。</span> <span class="toc-row-arrow">›</span> </a> </div>https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/index.htmlTue, 23 Jun 2026 00:00:00 +0000https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/index.html<section class="book-cover"> <h1 class="book-cover-title">期权、期货及其他衍生产品</h1> <p class="book-cover-subtitle">原书第9版</p> <p class="book-cover-author">约翰·赫尔（John C. Hull）著 · 王勇 索吾林 译</p> </section> <h2 id="目录">目录<a class="anchor" href="#%e7%9b%ae%e5%bd%95">#</a></h2> <div class="book-toc-list"> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch01.html"> <span class="toc-row-title">第1章 · 引言</span> <span class="toc-row-desc">交易所市场</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch02.html"> <span class="toc-row-title">第2章 · 期货市场的运作机制</span> <span class="toc-row-desc">背景知识</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch03.html"> <span class="toc-row-title">第3章 · 利用期货的对冲策略</span> <span class="toc-row-desc">基本原理</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch04.html"> <span class="toc-row-title">第4章 · 利率</span> <span class="toc-row-desc">利率的种类</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch05.html"> <span class="toc-row-title">第5章 · 远期和期货价格的确定</span> <span class="toc-row-desc">投资资产与消费资产</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch06.html"> <span class="toc-row-title">第6章 · 利率期货</span> <span class="toc-row-desc">天数计算和报价惯例</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch07.html"> <span class="toc-row-title">第7章 · 互换</span> <span class="toc-row-desc">互换合约的机制</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch08.html"> <span class="toc-row-title">第8章 · 证券化与2007年信用危机</span> <span class="toc-row-desc">证券化</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch09.html"> <span class="toc-row-title">第9章 · 期权市场机制</span> <span class="toc-row-desc">无风险利率</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch10.html"> <span class="toc-row-title">第10章 · 股票期权的性质</span> <span class="toc-row-desc">期权类型</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch11.html"> <span class="toc-row-title">第11章 · 期权交易策略</span> <span class="toc-row-desc">影响期权价格的因素</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch12.html"> <span class="toc-row-title">第12章 · 二叉树</span> <span class="toc-row-desc">保本债券</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch13.html"> <span class="toc-row-title">第13章 · 维纳过程和伊藤引理</span> <span class="toc-row-desc">一步二叉树模型与无套利方法</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch14.html"> <span class="toc-row-title">第14章 · 布莱克-斯科尔斯-默顿模型</span> <span class="toc-row-desc">马尔科夫性质</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch15.html"> <span class="toc-row-title">第15章 · 雇员股票期权</span> <span class="toc-row-desc">股票价格的对数正态分布性质</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch16.html"> <span class="toc-row-title">第16章 · 股指期权与货币期权</span> <span class="toc-row-desc">合约的设计</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch17.html"> <span class="toc-row-title">第17章 · 期货期权</span> <span class="toc-row-desc">股指期权</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch18.html"> <span class="toc-row-title">第18章 · 希腊值</span> <span class="toc-row-desc">期货期权的特性</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch19.html"> <span class="toc-row-title">第19章 · 波动率微笑</span> <span class="toc-row-desc">例解</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch20.html"> <span class="toc-row-title">第20章 · 基本数值方法</span> <span class="toc-row-desc">为什么波动率微笑对看涨期权与看跌期权是一样的</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch21.html"> <span class="toc-row-title">第21章 · 风险价值</span> <span class="toc-row-desc">二叉树</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch22.html"> <span class="toc-row-title">第22章 · 估计波动率与相关性</span> <span class="toc-row-desc">VaR 测度</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch23.html"> <span class="toc-row-title">第23章 · 信用风险</span> <span class="toc-row-desc">估计波动率</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch24.html"> <span class="toc-row-title">第24章 · 信用衍生产品</span> <span class="toc-row-desc">信用评级</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch25.html"> <span class="toc-row-title">第25章 · 奇异期权</span> <span class="toc-row-desc">信用违约互换</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch26.html"> <span class="toc-row-title">第26章 · 再论模型和数值算法</span> <span class="toc-row-desc">组合期权</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch27.html"> <span class="toc-row-title">第27章 · 鞅与测度</span> <span class="toc-row-desc">布莱克－斯科尔斯－默顿的替代模型</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch28.html"> <span class="toc-row-title">第28章 · 利率衍生产品: 标准市场模型</span> <span class="toc-row-desc">风险市场价格</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch29.html"> <span class="toc-row-title">第29章 · 曲率调整、时间调整和二次调整</span> <span class="toc-row-desc">债券期权</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch30.html"> <span class="toc-row-title">第30章 · 利率衍生产品: 短期利率模型</span> <span class="toc-row-desc">曲率调整</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch31.html"> <span class="toc-row-title">第31章 · 利率衍生产品: HJM与LMM模型</span> <span class="toc-row-desc">背景</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch32.html"> <span class="toc-row-title">第32章 · 再谈互换</span> <span class="toc-row-desc">Heath, Jarrow 和 Morton 模型</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch33.html"> <span class="toc-row-title">第33章 · 能源与商品衍生产品</span> <span class="toc-row-desc">标准交易的变形</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch34.html"> <span class="toc-row-title">第34章 · 实物期权</span> <span class="toc-row-desc">农产品</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch35.html"> <span class="toc-row-title">第35章 · 重大金融损失与借鉴</span> <span class="toc-row-desc">资本投资评估</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/options-futures-derivatives/ch36.html"> <span class="toc-row-title">第36章 · 衍生产品市场的未来</span> <span class="toc-row-desc">所有衍生产品使用者的教训</span> <span class="toc-row-arrow">›</span> </a> </div>