Finding Alphas: A Quantitative Approach to Building Trading Strategies

ISBN 10: 1119571219 / ISBN 13: 9781119571216

Verlag: Wiley, 2019

Beschreibung

Bestandsnummer des Verkäufers 18383476359

Bibliografische Details

Titel: Finding Alphas: A Quantitative Approach to ...

Verlag: Wiley

Erscheinungsdatum: 2019

Einband: Hardcover

Zustand: New

Auflage: 2. Auflage

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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.