Freshly Printed - allow 7 days lead
Couldn't load pickup availability
Finding Alphas
A Quantitative Approach to Building Trading Strategies
Igor Tulchinsky (Edited by), I Tulchinsky (Author)
9781119571216, Wiley
Hardback, published 27 September 2019
320 pages
23.1 x 15.8 x 2.3 cm, 0.59 kg
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.
Preface xi Preface (to the Original Edition) xiii Acknowledgments xv About the WebSim Website xvii Part I Introduction 1 1 Introduction to Alpha Design 3 2 Perspectives on Alpha Research 7 3 Cutting Losses 17 Part II Design and Evaluation 23 4 Alpha Design 25 5 How to Develop an Alpha: A Case Study 31 6 Data and Alpha Design 43 7 Turnover 49 8 Alpha Correlation 61 9 Backtest – Signal or Overfitting? 69 10 Controlling Biases 77 11 The Triple-Axis Plan 83 12 Techniques for Improving the Robustness of Alphas 89 13 Alpha and Risk Factors 95 14 Risk and Drawdowns 101 15 Alphas from Automated Search 111 16 Machine Learning in Alpha Research 121 17 Thinking in Algorithms 127 Part III Extended Topics 133 18 Equity Price and Volume 135 19 Financial Statement Analysis 141 20 Fundamental Analysis and Alpha Research 149 21 Introduction to Momentum Alphas 155 22 The Impact of News and Social Media on Stock Returns 159 23 Stock Returns Information from the Stock Options Market 169 24 Institutional Research 101: Analyst Reports 179 25 Event-Driven Investing 195 26 Intraday Data in Alpha Research 207 27 Intraday Trading 217 28 Finding an Index Alpha 223 29 ETFs and Alpha Research 231 30 Finding Alphas on Futures and Forwards 241 Part IV New Horizon – Websim 251 31 Introduction to WebSim 253 Part V A Final Word 263 32 The Seven Habits of Highly Successful Quants 265 References 273 Index 291
By Igor Tulchinsky
By Geoffrey Lauprete
By Igor Tulchinsky
By Scott Bender and Yongfeng He
By Pankaj Bakliwal and Hongzhi Chen
By Weijia Li
By Pratik Patel
By Chinh Dang and Crispin Bui
By Zhuangxi Fang and Peng Yan
By Anand Iyer and Aditya Prakash
By Nitish Maini
By Michael Kozlov
By Peng Wan
By Hammad Khan and Rebecca Lehman
By Yu Huang and Varat Intaraprasonk
By Michael Kozlov
By Sunny Mahajan
By Cong Li and Huaiyu Zhou
By Paul A. Griffin and Sunny Mahajan
By Xinye Tang and Kailin Qi
By Zhiyu Ma, Arpit Agarwal, and Laszlo Borda
By Wancheng Zhang
By Swastik Tiwari and Hardik Agarwal
By Benjamin Ee, Hardik Agarwal, Shubham Goyal, Abhishek Panigrahy, and Anant Pushkar
By Prateek Srivastava
By Dusan Timotity
By Rohit Kumar Jha
By Glenn DeSouza
By Mark YikChun Chan
By Rohit Agarwal, Rebecca Lehman, and Richard Williams
By Jeffrey Scott
By Richard Hu and Chalee Asavathiratham
Subject Areas: Finance & accounting [KF]
