Finding Alphas

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.