Partner Since
2+ YearsPublisher | John Wiley & Sons Inc |
ISBN 13 | 9781119571216 |
ISBN 10 | 1119571219 |
Book Subtitle | A Quantitative Approach To Building Trading Strategies |
Book 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 |
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. |
Language | English |
Editor | Igor Tulchinsky |
Publication Date | 2019-11-05 |
Number of Pages | 320 |
Finding Alphas: A Quantitative Approach To Building Trading Strategies hardcover english - 2019-11-05