Finding Alphas: A Quantitative Approach to Building Trading Strategies
- ISBN-10
- 1119057892
- ISBN-13
- 9781119057895
- Category
- Business & Economics
- Pages
- 272
- Language
- English
- Published
- 2015-08-28
- Publisher
- John Wiley & Sons
- Author
- Igor Tulchinsky
Description
Design more successful trading systems with this practical guideto identifying alphas Finding Alphas seeks to teach you how to do one thing anddo it well: design alphas. Written by experienced practitionersfrom WorldQuant, including its founder and CEO Igor Tulchinsky,this book provides detailed insight into the alchemic art ofgenerating trading signals, and gives you access to the tools youneed to practice and explore. Equally applicable across regions,this practical guide provides you with methods for uncovering thehidden signals in your data. A collection of essays providesdiverse viewpoints to show the similarities, as well as uniqueapproaches, to alpha design, covering a wide variety of topics,ranging from abstract theory to concrete technical aspects. You'lllearn the dos and don'ts of information research, fundamentalanalysis, statistical arbitrage, alpha diversity, and more, andthen delve into more advanced areas and more complex designs. Thecompanion website, ahref="http://www.worldquantchallenge.com/"www.worldquantchallenge.com/a,features alpha examples with formulas and explanations. Further,this book also provides practical guidance for using WorldQuant'sonline simulation tool WebSim® to get hands-on practice inalpha design. Alpha is an algorithm which trades financial securities. Thisbook shows you the ins and outs of alpha design, with key insightfrom experienced practitioners. Learn the seven habits of highly effective quants Understand the key technical aspects of alpha design Use WebSim® to experiment and create more successfulalphas Finding Alphas is the detailed, informative guide youneed to start designing robust, successful alphas.
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