Finding Alphas: A Quantitative Approach to Building Trading Strategies

Discover the ins and outs of designing predictive trading modelsDrawing on the expertise of WorldQuant’s global network, this new edition ofFinding Alphas: A Quantitative Approach to Building Trading Strategiescontains 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 explanationsIf you’re looking for the latest information on building trading strategies from a quantitative approach, this book has you covered.Book detailsPage Numbers Source ISBN:1119571219Publisher:Wiley; 2 edition (October 1, 2019)Publication Date:October 1, 2019Language:EnglishASIN:B07YN9TYMB