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Основной контент книги Finding Alphas
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Finding Alphas

A Quantitative Approach to Building Trading Strategies
Читайте только на Литрес

The book cannot be downloaded as a file, but can be read in our app or online on the website.

$54.15

About the book

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.

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Age restriction:
0+
ISBN:
9781119571254
Total size:
1 БАЙТ
Publisher:
Copyright holder:
John Wiley & Sons Limited
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