- QUANTITATIVE STRATEGIES FOR ACHIEVING ALPHA PDF DOWNLOAD HOW TO
- QUANTITATIVE STRATEGIES FOR ACHIEVING ALPHA PDF DOWNLOAD PROFESSIONAL
- QUANTITATIVE STRATEGIES FOR ACHIEVING ALPHA PDF DOWNLOAD DOWNLOAD
QUANTITATIVE STRATEGIES FOR ACHIEVING ALPHA PDF DOWNLOAD HOW TO
T85 2020 (print) | LCC HG4515.5 (ebook) | DDC 332.6401/51-dc23 LC record available at LC ebook record available at Cover Design: Wiley Cover Image: © agsandrew/Shutterstock Set in 11/13 TimesLTStd by SPi Global, Chennai, India Printed in Great Britain by TJ International Ltd, Padstow, Cornwall, UK 10 9 8 7 6 5 4 3 2 1 Dedicated to All at WorldQuant - The Future of Trading Contents Preface xi Preface (to the Original Edition) xiii Acknowledgmentsxv About the WebSim Website xvii PART I INTRODUCTION 1 Introduction to Alpha Design By Igor Tulchinsky 2 Perspectives on Alpha Research By Geoffrey Lauprete 3 Cutting Losses By Igor Tulchinsky 1 3 7 17 PART II DESIGN AND EVALUATION 23 4 Alpha Design 25 By Scott Bender and Yongfeng He 5 How to Develop an Alpha: A Case Study 31 By Pankaj Bakliwal and Hongzhi Chen 6 Data and Alpha Design 43 By Weijia Li 7 Turnover 49 By Pratik Patel 8 Alpha Correlation 61 By Chinh Dang and Crispin Bui viiiČontents 9 Backtest – Signal or Overfitting? By Zhuangxi Fang and Peng Yan 10 Controlling Biases By Anand Iyer and Aditya Prakash 11 The Triple-Axis Plan By Nitish Maini 12 Techniques for Improving the Robustness of Alphas By Michael Kozlov 13 Alpha and Risk Factors By Peng Wan 14 Risk and Drawdowns By Hammad Khan and Rebecca Lehman 15 Alphas from Automated Search By Yu Huang and Varat Intaraprasonk 16 Machine Learning in Alpha Research By Michael Kozlov 17 Thinking in Algorithms By Sunny Mahajan PART III EXTENDED TOPICS 18 Equity Price and Volume By Cong Li and Huaiyu Zhou 19 Financial Statement Analysis By Paul A. | Previous edition entered under: Igor Tulchinsky | Includes bibliographical references and index. Title: Finding alphas : a quantitative approach to building trading strategies / edited by, Igor Tulchinsky et al., WorldQuant Virtual Research Center. Library of Congress Cataloging-in-Publication Data Names: Tulchinsky, Igor, 1966- editor.
QUANTITATIVE STRATEGIES FOR ACHIEVING ALPHA PDF DOWNLOAD PROFESSIONAL
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QUANTITATIVE STRATEGIES FOR ACHIEVING ALPHA PDF DOWNLOAD DOWNLOAD
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Finding Alphas FINDING ALPHAS A Quantitative Approach to Building Trading Strategies SECOND EDITION Edited by Igor Tulchinsky et al.
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