Finding Alphas, 2nd Edition
Author | : Igor Tulchinsky |
Publisher | : |
Total Pages | : 0 |
Release | : 2019 |
ISBN-10 | : OCLC:1264230339 |
ISBN-13 | : |
Rating | : 4/5 (39 Downloads) |
Download or read book Finding Alphas, 2nd Edition written by Igor Tulchinsky and published by . This book was released on 2019 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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