2nd Edition
by Igor Tulchinsky (Editor)
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.
