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Finding Alphas: A Quantitative Approach to Building Trading Strategies

Finding Alphas: A Quantitative Approach to Building Trading Strategies - Hardcover

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Availability:In StockContributor:Igor Tulchinsky (Editor)Publish date:2019-10-28Pages:320
Language:EnglishPublisher:WileyISBN-13:9781119571216ISBN-10:1119571219UPC:9781119571216Book Category:Business & EconomicsBook Subcategory:FinanceSize:9.20 x 6.20 x 0.90 inchesWeight:1.3007Product ID:SCJZP90HK7

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.

Language:EnglishPublisher:WileyISBN-13:9781119571216ISBN-10:1119571219UPC:9781119571216Book Category:Business & EconomicsBook Subcategory:FinanceSize:9.20 x 6.20 x 0.90 inchesWeight:1.3007Product ID:SCJZP90HK7

IGOR TULCHINSKY is the Founder, Chairman, and CEO of WorldQuant, a global quantitative asset management firm, based in Old Greenwich, Connecticut, that he established in 2007 following 12 years as a statistical arbitrage portfolio manager at Millennium Management. Before joining Millennium, Tulchinsky was a venture capitalist, scientist at AT&T Bell Laboratories, video game programmer, and author. He holds a master's degree in Computer Science from the University of Texas, Austin, completed in a then-record nine months, and an MBA in Finance and Entrepreneurship from the Wharton School at the University of Pennsylvania. A strong believer in education, Tulchinsky is the founder of WorldQuant University, which offers an entirely free online MSc degree in financial engineering and an applied data science module.

Publisher: Wiley

Edition

2nd Edition

Contributor(s)

Igor Tulchinsky (Editor)

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