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.
Product details
- File Size: 13179 KB
- Print Length: 295 pages
- Page Numbers Source ISBN: 1119571219
- Publisher: Wiley; 2 edition (October 1, 2019)
- Publication Date: October 1, 2019
- Language: English
- ASIN: B07YN9TYMB
- Text-to-Speech:
Enabled
- Word Wise: Enabled
- Lending: Enabled
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