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Finding Alphas, 2nd Edition /

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 up...

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Detalles Bibliográficos
Autor principal: Tulchinsky, Igor (Autor)
Autor Corporativo: Safari, an O'Reilly Media Company
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Wiley, 2019.
Edición:2nd edition.
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Descripción
Sumario: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
Descripción Física:1 online resource (320 pages)