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Finding alphas : a quantitative approach to building trading strategies / edited by Igor Tulchinsk [and others].
O'Reilly Online Learning: Academic/Public Library Edition Available online
O'Reilly Online Learning: Academic/Public Library Edition- Format:
- Book
- Language:
- English
- Subjects (All):
- Finance--Mathematical models.
- Physical Description:
- 1 online resource (323 pages)
- Edition:
- Second edition.
- Place of Publication:
- Chichester, West Sussex : Wiley, [2020]
- Summary:
- 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.
- Notes:
- Includes bibliographical references and index.
- Description based on print version record.
- ISBN:
- 1-119-57127-8
- 1-119-57125-1
- OCLC:
- 1104918080
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