Finding Alphas: A Quantitative Approach to Building Trading Strategies

This new edition of Finding Alphas: A Quantitative Approach to Building Trading Strategies contains significant changes and updates to the original material, with nine chapters added about alphas, covering topics such as 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. It also provides more references to the academic literature and includes new, high-quality material organized in a practical and easy-to-follow manner.

Format: Hardback
Length: 320 pages
Publication date: 27 September 2019
Publisher: John Wiley & Sons Inc

Discover the intricacies of designing predictive trading models with the latest edition of "Finding Alphas: A Quantitative Approach to Building Trading Strategies." Drawing on the expertise of WorldQuant's global network, this comprehensive guide has undergone significant changes and updates, offering new and revised data and examples.

Expanding its coverage, nine chapters have been dedicated to alphas, models used to make predictions regarding the prices of financial instruments. These chapters delve into various 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.

In addition to these enhancements, the book now provides more references to the academic literature, ensuring a robust foundation for your trading strategy development. The content is organized in a practical and easy-to-follow manner, making it a valuable resource for both novice and experienced traders.

Furthermore, new alpha examples with formulas and explanations have been added, providing practical insights into the application of quantitative techniques in trading. Whether you're seeking the latest information on building trading strategies from a quantitative perspective or looking to expand your knowledge in this field, "Finding Alphas: A Quantitative Approach to Building Trading Strategies" has you covered.

Weight: 590g
Dimension: 159 x 236 x 19 (mm)
ISBN-13: 9781119571216
Edition number: 2nd Edition