Finding Alphas - Igor Tulchinsky
304
Pagini
2019
An
Hardcover
Copertă
Descriere
**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 up...
**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.
Conectează-te pentru a lăsa o recenzie
Nicio recenzie încă
Ai citit cartea? Fii primul care lasă o recenzie!