Finding Alphas: A Quantitative Approach to Building Trading Strategies

By I Tulchinsky and Igor Tulchinsky

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.

• Format: Hardcover
• Language: English
• ISBN: 1119571219
• ISBN13: 9781119571216
• Release Date: October 2019
• Publisher: Wiley
• Length: 320 Pages
• Weight: 1.30 lbs.
• Dimensions: 0.9" x 6.2" x 9.2"