Finding Alphas: A Quantitative Approach to Building Trading Strategies

Tulchinsky, Igor

  • 出版商: Wiley
  • 出版日期: 2019-10-28
  • 售價: $1,800
  • 貴賓價: 9.5$1,710
  • 語言: 英文
  • 頁數: 320
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 1119571219
  • ISBN-13: 9781119571216
  • 海外代購書籍(需單獨結帳)

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商品描述

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.

作者簡介

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.