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.