Finding Alphas A Quantitative Approach to Building Trading Strategies, Second Edition

Tulchinsky, Igor

ISBN 10: 1119571219 / ISBN 13: 9781119571216

Verlag: John Wiley & Sons Inc, 2019

Beschreibung

2nd edition. 302 pages. 9.00x6.25x1.00 inches. In Stock. Bestandsnummer des Verkäufers x-1119571219

Bibliografische Details

Titel: Finding Alphas A Quantitative Approach to ...

Verlag: John Wiley & Sons Inc

Erscheinungsdatum: 2019

Einband: Hardcover

Zustand: Brand New

Auflage: 2. Auflage

Über diesen Titel

Reseña del editor:

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.