Finding Alphas by
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. 
Wiley
9781119571261
Finance / General
eBook
epub
File Size 9,592.78 KB
English
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