eBook, ePUB

Finding Alphas (eBook, ePUB)

A Quantitative Approach to Building Trading Strategies

Redaktion: Tulchinsky, Igor

Beschreibung

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.

Technische Details

• Geräte: eReader
• mit Kopierschutz
• Größe: 9.15MB

Barrierefreiheit

• Text-to-Speech

Autor

IGOR TULCHINSKY is the Founder, Chairman, and CEO of WorldQuant, a global quantitative asset management firm, based in Old Greenwich, Connecticut, that he established in 2007 following 12 years as a statistical arbitrage portfolio manager at Millennium Management. Before joining Millennium, Tulchinsky was a venture capitalist, scientist at AT&T Bell Laboratories, video game programmer, and author. He holds a master's degree in Computer Science from the University of Texas, Austin, completed in a then-record nine months, and an MBA in Finance and Entrepreneurship from the Wharton School at the University of Pennsylvania. A strong believer in education, Tulchinsky is the founder of WorldQuant University, which offers an entirely free online MSc degree in financial engineering and an applied data science module.

Produktdetails

• Verlag: Wiley-Scrivener
• Seitenzahl: 320
• Erscheinungstermin: 1. Oktober 2019
• Englisch
• ISBN-13: 9781119571261
• Artikelnr.: 58045443