
Sách keo gáy, Bìa mềm
Thể loại:Business & Economics - Markets
Năm:2020
In lần thứ:2nd
Ngôn ngữ:english
Trang:321
Discover the ins and outs of designing predictive trading models
Drawing on the expertise of WorldQuant's global network, this new edition ofFinding Alphas: A Quantitative Approach to Building Trading Strategiescontains 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. You'll also find details of how to use WebSim,
WorldQuant's web-based simulation platform, to test your 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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