Finding Alphas

Name: Finding Alphas
Brand: Unknown
SKU: 9781119571216
Price: 88.99 NZD
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A Quantitative Approach to Building Trading Strategies

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Summary

Finding Alphas offers an in-depth exploration of designing predictive trading models, enriched by the expertise of WorldQuant's global network.

This updated edition features nine new chapters covering essential topics such as alpha correlation, bias control, exchange-traded funds, event-driven investing, and machine learning applications in finance.

Organised clearly and packed with new examples, formulas, and academic references, the book serves as a practical guide for constructing quantitative trading strategies.
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Format: Hardback

$88⁹⁹

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Finding Alphas

$88⁹⁹

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Ideal for finance professionals, quantitative analysts, and advanced investors seeking to enhance their understanding of predictive trading methods and alpha generation.

Previous edition entered under: Igor Tulchinsky

Description

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.

Book Details

INFORMATION

ISBN: 9781119571216

Publisher: John Wiley & Sons Inc

Format: Hardback

Date Published: 27 September 2019

Country: United States

Imprint: John Wiley & Sons Inc

Edition: 2nd edition

Contributors:

Edited by Igor Tulchinsky

Audience: Professional and scholarly

DIMENSIONS

Spine width: 23.0mm

Width: 158.0mm

Height: 231.0mm

Weight: 590g

Pages: 320

Collections

Finance & Economics Finance & Investment Non-Fiction

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.