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...

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Bibliographische Detailangaben
Beteilige Person: Tulchinsky, Igor (VerfasserIn)
Körperschaft: Safari, an O'Reilly Media Company (MitwirkendeR)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: [Erscheinungsort nicht ermittelbar] Wiley 2019
Ausgabe:2nd edition.
Links:https://learning.oreilly.com/library/view/-/9781119571216/?ar
Zusammenfassung: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
Beschreibung:Online resource; Title from title page (viewed October 28, 2019)
Umfang:1 Online-Ressource (320 Seiten)
ISBN:9781119571216