Finding Alphas: A Quantitative Approach to Building Trading Strategies
暫譯: 尋找阿爾法：量化交易策略的構建方法
Tulchinsky, Igor
- 出版商: Wiley
- 出版日期: 2019-10-28
- 售價: $1,870
- 貴賓價: 9.5 折 $1,777
- 語言: 英文
- 頁數: 320
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 1119571219
- ISBN-13: 9781119571216
-
相關分類:
程式交易 Trading
海外代購書籍(需單獨結帳)
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商品描述
Discover the ins and outs of designing predictive trading models
Drawing on the expertise of WorldQuant's global network, this new edition of Finding Alphas: A Quantitative Approach to Building Trading Strategies contains 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.
- 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.
商品描述(中文翻譯)
探索設計預測交易模型的各種細節
本書《Finding Alphas: A Quantitative Approach to Building Trading Strategies》的新版本，基於WorldQuant全球網絡的專業知識，對原始材料進行了重大變更和更新，並包含了新的數據和範例。
新增了九個有關alpha的章節 - 這些模型用於預測金融工具的價格。新章節涵蓋的主題包括alpha相關性、控制偏差、交易所交易基金、事件驅動投資、指數alpha、alpha研究中的日內數據、日內交易、機器學習，以及識別alpha的三重軸計劃。
- 提供更多學術文獻的參考
- 包含新的高品質材料
- 以實用且易於理解的方式組織內容
- 增加新的alpha範例，並附上公式和解釋
如果您正在尋找有關從量化方法建立交易策略的最新資訊，本書將滿足您的需求。
作者簡介
IGOR TULCHINSKY is the Founder, Chairman, and CEO of WorldQuant, a global quantitative asset management firm, based in Old Greenwich, Connecticut, that he established in 2007 following 12 years as a statistical arbitrage portfolio manager at Millennium Management. Before joining Millennium, Tulchinsky was a venture capitalist, scientist at AT&T Bell Laboratories, video game programmer, and author. He holds a master's degree in Computer Science from the University of Texas, Austin, completed in a then-record nine months, and an MBA in Finance and Entrepreneurship from the Wharton School at the University of Pennsylvania. A strong believer in education, Tulchinsky is the founder of WorldQuant University, which offers an entirely free online MSc degree in financial engineering and an applied data science module.
作者簡介(中文翻譯)
伊戈爾·圖爾欽斯基是WorldQuant的創始人、董事長和首席執行官，這是一家全球量化資產管理公司，總部位於康涅狄格州的老格林威治。他於2007年創立該公司，此前在Millennium Management擔任統計套利投資組合經理達12年。在加入Millennium之前，圖爾欽斯基曾是一名風險投資家、AT&T貝爾實驗室的科學家、電子遊戲程式設計師和作家。他擁有德克薩斯大學奧斯汀分校的計算機科學碩士學位，並在當時創下九個月的紀錄完成學業，以及賓夕法尼亞大學沃頓商學院的金融與創業MBA學位。圖爾欽斯基堅信教育的重要性，是WorldQuant大學的創始人，該大學提供完全免費的在線金融工程碩士學位和應用數據科學模組。
