Finding Alphas

A Quantitative Approach to Building Trading Strategies
Original Publish Date: Oct 01, 2019
Product Number: EB00771366
Released: Oct 14, 2019
Business Term: Purchase
ISBN: #9781119571261
Publisher: Wiley
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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.