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Finding alphas: a quantitative approach to building trading strategies

By: Tulchinsky, Igor.
Material type: materialTypeLabelBookPublisher: New Delhi John Wiley & Sons Ltd. 2015Description: xvi, 253p. With index.ISBN: 9781119057864.Subject(s): Business Economics | Finance - Decision making | Securities - Prices | Mathematical models | Stock price forecastingDDC classification: 332.63222 Summary: Finding Alphas seeks to teach you how to do one thing and do it well: design alphas. Written by experienced practitioners from WorldQuant, including its founder and CEO Igor Tulchinsky, this book provides detailed insight into the alchemic art of generating trading signals, and gives you access to the tools you need to practice and explore. Equally applicable across regions, this practical guide provides you with methods for uncovering the hidden signals in your data. A collection of essays provides diverse viewpoints to show the similarities, as well as unique approaches, to alpha design, covering a wide variety of topics, ranging from abstract theory to concrete technical aspects. You'll learn the dos and don'ts of information research, fundamental analysis, statistical arbitrage, alpha diversity, and more, and then delve into more advanced areas and more complex designs. https://www.wiley.com/en-us/Finding+Alphas%3A+A+Quantitative+Approach+to+Building+Trading+Strategies-p-9781119057895
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Books Vikram Sarabhai Library
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Slot 703 (0 Floor, West Wing) Non-fiction 332.63222 T8F4 (Browse shelf) Available 198766

Finding Alphas seeks to teach you how to do one thing and do it well: design alphas. Written by experienced practitioners from WorldQuant, including its founder and CEO Igor Tulchinsky, this book provides detailed insight into the alchemic art of generating trading signals, and gives you access to the tools you need to practice and explore. Equally applicable across regions, this practical guide provides you with methods for uncovering the hidden signals in your data. A collection of essays provides diverse viewpoints to show the similarities, as well as unique approaches, to alpha design, covering a wide variety of topics, ranging from abstract theory to concrete technical aspects. You'll learn the dos and don'ts of information research, fundamental analysis, statistical arbitrage, alpha diversity, and more, and then delve into more advanced areas and more complex designs.

https://www.wiley.com/en-us/Finding+Alphas%3A+A+Quantitative+Approach+to+Building+Trading+Strategies-p-9781119057895

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