Equally applicable across regions, this practical guide provides you with methods for uncovering the hidden signals in your data, 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.
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, this book shows you the ins and outs of alpha design, with key insight from experienced practitioners.
Further, this book also provides practical guidance for using WorldQuant s online simulation tool WebSim® to get hands-on practice in alpha design, design more successful trading systems with this practical guide to identifying alphas Finding Alphas seeks to teach you how to do one thing and do it well: design alphas.
Alpha is an algorithm which trades financial securities, the companion website, www. worldquantchallenge. com, features alpha examples with formulas and explanations. Learn the seven habits of highly effective quants Understand the key technical aspects of alpha design Use WebSim® to experiment and create more successful alphas Finding Alphas is the detailed, informative guide you need to start designing robust, successful alphas, 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.
Автор: Igor Tulchinsky.
Жанр книги: Наука, обучение.
Объем: 260 стр. 84 иллюстрации
Возрастное ограничение: 0+
Правообладатель: John Wiley & Sons Limited
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