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《投资学》第6版[美]兹维·博迪.文字版 (link) 《打开量化投资的黑箱》 里什·纳兰 《宽客》[美] 斯科特·帕特森（Scott Patterson） 著；译科，卢开济 译 《解读量化投资：西蒙斯用公式打败市场的故事》 忻海 《Trends in Quantitative Finance》 Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm 《漫步华尔街》麦基尔 《海龟交易法则》柯蒂斯·费思 《交易策略评估与最佳化》罗伯特·帕多 《统计套利》 安德鲁·波尔《信号与噪声》纳特·西尔弗 《期货截拳道》朱淋靖 《量化投资—策略与技术》 丁鹏 《量化投资—以matlab为工具》 李洋faruto 《量化投资策略:如何实现超额收益Alpha》 吴冲锋 《中低频量化交易策略研发（上）》 杨博理 《走出幻觉走向成熟》 金融帝国 《失控》凯文·凯利 《通往财务自由之路》范K撒普 《以交易为生》 埃尔德 《超越技术分析》图莎尔·钱德 《高级技术分析》布鲁斯·巴布科克 《积极型投资组合管理》格里纳德，卡恩 《金融计量学:从初级到高级建模技术》 斯维特洛扎 《投资革命》Bernstein 《富可敌国》Sebastian Mallaby 《量化交易——如何建立自己的算法交易事业》欧内斯特·陈 《聪明的投资者》 本杰明·格雷厄姆 《黑天鹅·如何应对不可知的未来》 纳西姆·塔勒布 《期权、期货和其他衍生品》 约翰·赫尔 《Building Reliable Trading Systems: Tradable Strategies That Perform As They Backtest and Meet Your Risk-Reward Goals》 Keith Fitschen 《Quantitative Equity Investing》by Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm Barra USE3 handbook 《Quantitative Equity Portfolio Management》 Ludwig Chincarini 《Quantitative Equity Portfolio Management》 Qian & Hua & Sorensen Quant Papers Machine Learning Related Cavalcante, Rodolfo C., et al. 'Computational Intelligence and Financial Markets: A Survey and Future Directions.' Expert Systems with Applications 55 (2016): 194-211.(link) Low Frequency Prediction Atsalakis G S, Valavanis K P. Surveying stock market forecasting techniques Part II: Soft computing methods. Expert Systems with Applications, 2009, 36(3):5932–5941. (link) Cai X, Lin X. Feature Extraction Using Restricted Boltzmann Machine for Stock Price Predic- tion. 2012 IEEE International Conference on Computer Science and Automation Engineering (CSAE), 2012. 80–83.(link) Nair B B, Dharini N M, Mohandas V P. A stock market trend prediction system using a hybrid decision tree-neuro-fuzzy system. Proceedings - 2nd International Conference on Advances in Recent Technologies in Communication and Computing, ARTCom 2010, 2010. 381–385. (link) Lu C J, Lee T S, Chiu C C. Financial time series forecasting using independent component analysis and support vector regression. Decision Support Systems, 2009, 47(2):115–125. (link) Creamer G, Freund Y. Automated trading with boosting and expert weighting. Quantitative Finance, 2010, 10(4):401–420. (link) Batres-Estrada, Bilberto. 'Deep learning for multivariate financial time series.' (2015). (link) Xiong, Ruoxuan, Eric P. Nicholas, and Yuan Shen. 'Deep Learning Stock Volatilities with Google Domestic Trends.' arXiv preprint arXiv:1512.04916 (2015).(link) Sharang, Abhijit, and Chetan Rao. 'Using machine learning for medium frequency derivative portfolio trading.' arXiv preprint arXiv:1512.06228 (2015).(link) Reinforcement Learning Dempster, Michael AH, and Vasco Leemans. 'An automated FX trading system using adaptive reinforcement learning.' Expert Systems with Applications 30.3 (2006): 543-552. (link) Tan, Zhiyong, Chai Quek, and Philip YK Cheng. 'Stock trading with cycles: A financial application of ANFIS and reinforcement learning.' Expert Systems with Applications 38.5 (2011): 4741-4755. (link) Rutkauskas, Aleksandras Vytautas, and Tomas Ramanauskas. 'Building an artificial stock market populated by reinforcement‐learning agents.' Journal of Business Economics and Management 10.4 (2009): 329-341.(link) Deng, Yue, et al. 'Deep Direct Reinforcement Learning for Financial Signal Representation and Trading.' (2016).(link) Natual Language Processing Related Bollen J, Mao H, Zeng X. Twitter mood predicts the stock market. Journal of Computational Science, 2011, 2(1):1–8. (link) Preis T, Moat H S, Stanley H E, et al. Quantifying trading behavior in financial markets using Google Trends. Scientific reports, 2013, 3:1684. (link) Moat H S, Curme C, Avakian A, et al. Quantifying Wikipedia Usage Patterns Before Stock Market Moves. Scientific Reports, 2013, 3:1–5. (link) Ding, Xiao, et al. 'Deep learning for event-driven stock prediction.' Proceedings of the 24th International Joint Conference on Artificial Intelligence (ICJAI’15). 2015. (link) Fehrer, R., & Feuerriegel, S. (2015). Improving Decision Analytics with Deep Learning: The Case of Financial Disclosures. arXiv preprint arXiv:1508.01993. (link) High Frequency Trading Nevmyvaka Y, Feng Y, Kearns M. Reinforcement learning for optimized trade execution. Proceedings of the 23rd international conference on Machine learning ICML 06, 2006, 17(1):673–680. (link) Ganchev K, Nevmyvaka Y, Kearns M, et al. Censored exploration and the dark pool problem. Communications of the ACM, 2010, 53(5):99. (link) Kearns M, Nevmyvaka Y. Machine learning for market microstructure and high frequency trading. High frequency trading - New realities for traders, markets and regulators, 2013. 1–21. (link) Sirignano, Justin A. 'Deep Learning for Limit Order Books.' arXiv preprint arXiv:1601.01987 (2016). (link) Deng, Yue, et al. 'Sparse coding-inspired optimal trading system for HFT industry.' IEEE Transactions on Industrial Informatics 11.2 (2015): 467-475.(link) Ahuja, Saran, et al. 'Limit order trading with a mean reverting reference price.' arXiv preprint arXiv:1607.00454 (2016). (link) Aït-Sahalia, Yacine, and Jean Jacod. 'Analyzing the spectrum of asset returns: Jump and volatility components in high frequency data.' Journal of Economic Literature 50.4 (2012): 1007-1050. (link) Portfolio Management B. Li and S. C. H. Hoi, “Online portfolio selection,” ACM Comput. Surv., vol. 46, no. 3, pp. 1–36, 2014. (link) Heaton, J. B., Polson, N. G., & Witte, J. H. (2016). Deep Portfolio Theory. (link) Eugene F. Fama, Kenneth R. French. The cross-section of expected stock returns. Journal of Finance, 47 (1992), pp. 427–465. 学术期刊 一堆学术期刊可以常常去浏览一下，也会有许多思路，作者常常看的有： Journal of FinanceJournal of Financial Economics Review of Financial Studies Journal of Accounting and Economics Review of Accounting Studies Journal of Accounting Research Accounting Review Journal of Financial and Quantitative Analysis Financial Analysts Journal Financial Management Journal of Empirical Finance Quantitative Finance Journal of Alternative Investments Journal of Fixed Income Journal of Investing Journal of Portfolio Management Journal of Trading Review of Asset Pricing Studies 经济研究 经济学（季刊） 金融研究 管理世界 会计研究 投资研究
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