Зарегистрироваться
Восстановить пароль
FAQ по входу

Tulchinsky I. Finding Alphas: A Quantitative Approach to Building Trading Strategies

  • Файл формата zip
  • размером 9,01 МБ
  • содержит документ формата epub
  • Добавлен пользователем
  • Описание отредактировано
Tulchinsky I. Finding Alphas: A Quantitative Approach to Building Trading Strategies
2nd ed. — Wiley, 2020. — 320 p. — ISBN 1119571219.
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.
  • Чтобы скачать этот файл зарегистрируйтесь и/или войдите на сайт используя форму сверху.
  • Регистрация

Смотри также

Подробнее

Chan Ernest P. Quantitative Trading: How to Build Your Own Algorithmic Trading Business

  • pdf
2nd edition. — Wiley, 2021. — 256 p. — ISBN 9781119800064. Master the lucrative discipline of quantitative trading with this insightful handbook from a master in the field In the newly revised Second Edition of Quantitative Trading: How to Build Your Own Algorithmic Trading Business, quant trading expert Dr. Ernest P. Chan shows you how to apply both time-tested and novel...
  • 9,06 МБ
  • добавлен
  • описание отредактировано
Подробнее

Dixon M.F., Halperin I., Bilokon P. Machine Learning in Finance: From Theory to Practice

  • pdf
Springer, 2020. — 573 p. — ISBN: 3030410676. This book introduces machine learning methods in finance. It presents a unified treatment of machine learning and various statistical and computational disciplines in quantitative finance, such as financial econometrics and discrete time stochastic control, with an emphasis on how theory and hypothesis tests inform the choice of...
  • 9,49 МБ
  • добавлен
  • описание отредактировано
Подробнее

Grinold R.C. et al. Advances in Active Portfolio Management: New Developments in Quantitative Investing

  • pdf
McGraw-Hill, 2019. — 656 p. — ISBN: 1260453715. From the leading authorities in their field―the newest, most effective tools for avoiding common pitfalls while maximizing profits through active portfolio management Whether you’re a portfolio manager, financial adviser, or investing novice, this important follow-up to the classic guide to active portfolio management delivers...
  • 24,95 МБ
  • добавлен
  • описание отредактировано
Подробнее

Guo X, Lai T.Z. Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization

  • pdf
Chapman and Hall, 2016. — 379 p. — ISBN: 978-1498706483. The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and...
  • 12,48 МБ
  • добавлен
  • описание отредактировано
Подробнее

Kissell R. Algorithmic Trading Methods: Applications Using Advanced Statistics, Optimization and Machine Learning Techniques

  • pdf
2nd ed. — Academic Press, 2020. — 582 p. — ISBN: 9780128156308. Algorithmic Trading Methods: Applications using Advanced Statistics, Optimization, and Machine Learning Techniques, Second Edition, is a sequel to The Science of Algorithmic Trading and Portfolio Management. This edition includes new chapters on algorithmic trading, advanced trading analytics, regression analysis,...
  • 13,27 МБ
  • добавлен
  • описание отредактировано
Подробнее

Velu R., Hardy M., Nehren D. Algorithmic Trading and Quantitative Strategies

  • pdf
CRC Press, 2020. — 450 p. — ISBN 1498737161, 9781498737166. Algorithmic Trading and Quantitative Strategies provides an in-depth overview of this growing field with a unique mix of quantitative rigor and practitioner’s hands-on experience. The focus on empirical modeling and practical know-how makes this book a valuable resource for students and professionals. The book starts...
  • 14,16 МБ
  • добавлен
  • описание отредактировано
Наверх