Finding Alphas - A Quantitative Approach to Building Trading Strategies, Second Edition | A Quantitative Approach to Building Trading Strategies
Language: English
Published by John Wiley & Sons Inc, 2019
- Hardcover
- New



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Finding Alphas - A Quantitative Approach to Building Trading Strategies, Second Edition | A Quantitative Approach to Building Trading Strategies | Igor Tulchinsky | Buch | Preface xiPreface (to the Original Edition) xiiiAcknowledgments xvAbout the WebSim Website xviiPart I Introduction 11 Introduction to Alpha Design 3By Igor Tulchinsky2 Perspectives on Alpha Research 7By Geoffrey Lauprete3 Cutting Losses 17By Igor Tulchin | Englisch | 2019 | John Wiley & Sons Inc | EAN 9781119571216 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu.
Seller Inventory # 116713648
- Title
- Finding Alphas - A Quantitative Approach to Building Trading Strategies, Second Edition | A Quantitative Approach to Building Trading Strategies
- Author
- Igor Tulchinsky
- Publisher
- John Wiley & Sons Inc
- Publication year
- 2019
- Condition
- Neu
- Binding
- Buch
- Language
- English
- ISBN 10
- 1119571219
- ISBN 13
- 9781119571216
- Edition
- 2nd Edition
- Item weight
- 621 grams
- Dimensions
- 235 x 157 x 22 mm
- Seller catalogs
- Bücher
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.
"Synopsis" may belong to another edition of this title.
About the Author
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.
"About the title" may belong to another edition of this title.
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