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...

Full description

Saved in:
Bibliographic Details
Main Author: Tulchinsky, Igor (Author)
Corporate Author: Safari, an O'Reilly Media Company (Contributor)
Format: Electronic eBook
Language:English
Published: [Erscheinungsort nicht ermittelbar] Wiley 2019
Edition:2nd edition.
Links:https://learning.oreilly.com/library/view/-/9781119571216/?ar
Summary: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
Item Description:Online resource; Title from title page (viewed October 28, 2019)
Physical Description:1 Online-Ressource (320 Seiten)
ISBN:9781119571216