Finding Alphas: A Quantitative Approach to Building Trading Strategies by Tulchinsky, Igor

Finding Alphas: A Quantitative Approach to Building Trading Strategies (Hardcover) (ISBN-13: 9781119571216)

Vendor: Igor Tulchinsky
Product type: Books
Format: Hardcover
$47.00
$47.00
$47.00
Subtotal: $47.00
Finding Alphas: A Quantitative Approach to Building Trading Strategies by Tulchinsky, Igor

Finding Alphas: A Quantitative Approach to Building Trading Strategies

$47.00
Finding Alphas: A Quantitative Approach to Building Trading Strategies by Tulchinsky, Igor

Finding Alphas: A Quantitative Approach to Building Trading Strategies

$47.00
Format: Hardcover
Description
Description
x

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.



Author: Igor Tulchinsky
ISBN-10: 1119571219
ISBN-13: 9781119571216
Publisher: Wiley
Language: English
Published: 10/28/2019
Pages: 320
Format: Hardcover
Weight: 1.30lbs
Size: 9.20h x 6.20w x 0.90d
By Igor Tulchinsky
By Igor Tulchinsky
x

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.

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