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Finding Alphas

Editat de Igor Tulchinsky
en Limba Engleză Hardback – 28 oct 2019
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.
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Specificații

ISBN-13: 9781119571216
ISBN-10: 1119571219
Pagini: 320
Dimensiuni: 157 x 235 x 22 mm
Greutate: 0.59 kg
Ediția:2nd edition
Editura: Wiley
Locul publicării:Chichester, United Kingdom

Descriere

Previous edition entered under: Igor Tulchinsky