Finding Alphas

A Quantitative Approach to Building Trading Strategies
Author(s): Igor Tulchinsky
Original Publish Date: Aug 28, 2015
Product Number: EB00624012
Released: Oct 06, 2015
Business Term: Purchase
ISBN: #9781119057895
Publisher: Wiley
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Design more successful trading systems with this practical guide to identifying alphas Finding Alphas seeks to teach you how to do one thing and do it well: design alphas. Written by experienced practitioners from WorldQuant, including its founder and CEO Igor Tulchinsky, this book provides detailed insight into the alchemic art of generating trading signals, and gives you access to the tools you need to practice and explore. Equally applicable across regions, this practical guide provides you with methods for uncovering the hidden signals in your data. A collection of essays provides diverse viewpoints to show the similarities, as well as unique approaches, to alpha design, covering a wide variety of topics, ranging from abstract theory to concrete technical aspects. You'll learn the dos and don'ts of information research, fundamental analysis, statistical arbitrage, alpha diversity, and more, and then delve into more advanced areas and more complex designs. The companion website, <>, features alpha examples with formulas and explanations. Further, this book also provides practical guidance for using WorldQuant's online simulation tool WebSim to get hands-on practice in alpha design. -Learn the seven habits of highly effective quants> -Understand the key technical aspects of alpha design> -Use WebSim to experiment and create more successful alphas> > Finding Alphas> is the detailed, informative guide you need to start designing robust, successful alphas.