Finding Alphas: A Quantitative Approach To Building Trading Strategies

Discover the ins and outs of designing predictive trading models Drawing on the expertise of WorldQuant’s global network, this new edition of Finding Alphas: A Quantitative Approach to Building Trading Strategies contains significant changes and updates to the original material, with new and updated data and examples. Nine chapters have been added about alphas – models used to make predictions regarding the prices of financial instruments. The new chapters cover topics including alpha correlation, controlling biases, exchange-traded funds, event-driven investing, index alphas, intraday data in alpha research, intraday trading, machine learning, and the triple axis plan for identifying alphas. • Provides more references to the academic literature • Includes new, high-quality material • Organizes content in a practical and easy-to-follow manner • Adds new alpha examples with formulas and explanations If you’re looking for the latest information on building trading strategies from a quantitative approach, this book has you covered.

• | Author: Igor Tulchinsky
• | Publisher: Wiley
• | Publication Date: Sep 27, 2019
• | Number of Pages: 320 pages
• | Language: English
• | Binding: Hardcover
• | ISBN-10: 1119571219
• | ISBN-13: 9781119571216