Finding alphas : a quantitative approach to building trading strategies /: a quantitative approach to building trading strategies. (2019)

• Record Type: Book
• Further Information: Note: Igor Tulchinsky.
• Authors: Tulchinsky, Igor, 1966-
• Editors: Tulchinsky, Igor
• Contents: Preface xi Preface (to the Original Edition) xiii Acknowledgments xv About the WebSim Website xvii Part I Introduction 1 1 Introduction to Alpha Design 3; By Igor Tulchinsky 2 Perspectives on Alpha Research 7; By Geoffrey Lauprete 3 Cutting Losses 17; By Igor Tulchinsky 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 9 Backtest – Signal or Overfitting? 69; By Zhuangxi Fang and Peng Yan 10 Controlling Biases 77; By Anand Iyer and Aditya Prakash 11 The Triple-Axis Plan 83; By Nitish Maini 12 Techniques for Improving the Robustness of Alphas 89; By Michael Kozlov 13 Alpha and Risk Factors 95; By Peng Wan 14 Risk and Drawdowns 101; By Hammad Khan and Rebecca Lehman 15 Alphas from Automated Search 111; By Yu Huang and Varat Intaraprasonk 16 Machine Learning in Alpha Research 121; By Michael Kozlov 17 Thinking in Algorithms 127; By Sunny Mahajan Part III Extended Topics 133 18 Equity Price and Volume 135; By Cong Li and Huaiyu Zhou 19 Financial Statement Analysis 141; By Paul A. Griffin and Sunny Mahajan 20 Fundamental Analysis and Alpha Research 149; By Xinye Tang and Kailin Qi 21 Introduction to Momentum Alphas 155; By Zhiyu Ma, Arpit Agarwal, and Laszlo Borda 22 The Impact of News and Social Media on Stock Returns 159; By Wancheng Zhang 23 Stock Returns Information from the Stock Options Market 169; By Swastik Tiwari and Hardik Agarwal 24 Institutional Research 101: Analyst Reports 179; By Benjamin Ee, Hardik Agarwal, Shubham Goyal, Abhishek Panigrahy, and Anant Pushkar 25 Event-Driven Investing 195; By Prateek Srivastava 26 Intraday Data in Alpha Research 207; By Dusan Timotity 27 Intraday Trading 217; By Rohit Kumar Jha 28 Finding an Index Alpha 223; By Glenn DeSouza 29 ETFs and Alpha Research 231; By Mark YikChun Chan 30 Finding Alphas on Futures and Forwards 241; By Rohit Agarwal, Rebecca Lehman, and Richard Williams Part IV New Horizon – Websim 251 31 Introduction to WebSim 253; By Jeffrey Scott Part V A Final Word 263 32 The Seven Habits of Highly Successful Quants 265; By Richard Hu and Chalee Asavathiratham References 273 Index 291
• Edition: Second edition
• Publisher Details: Hoboken, New Jersey : John Wiley & Sons, Inc
• Publication Date: 2019
• Extent: 1 online resource
• Subjects: 332.64; Investment analysis; Stock price forecasting; Securities -- Prices -- Forecasting
• Languages: English
• ISBNs: 9781119571261
• Related ISBNs: 9781119571254
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.