Finding Alphas: A Quantitative Approach to Building Trading Strategies
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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.
Book details
Page Numbers Source ISBN:
1119571219
Publisher:
Wiley; 2 edition (October 1, 2019)
Publication Date:
October 1, 2019
Language:
English
ASIN:
B07YN9TYMB
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