Finding Alphas A Quantitative Approach to Building Trading Strategies

Publisher: Wiley


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.

In stock

SKU: 9781119571216 Category:

Language : English
Published : 2019-09-27
Pages : 320