Tulchinsky, Igor

Finding Alphas: A Quantitative Approach to Building Trading Strategies

Tulchinsky, Igor - Finding Alphas: A Quantitative Approach to Building Trading Strategies, ebook


Ebook, ePUB with Adobe DRM
ISBN: 9781119057895
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Design more successful trading systems with this practical guide to identifying alphas

Finding Alphas seeks to teach you how to do one thing and do it well: design alphas. Written by experienced practitioners from WorldQuant, including its founder and CEO Igor Tulchinsky, this book provides detailed insight into the alchemic art of generating trading signals, and gives you access to the tools you need to practice and explore. Equally applicable across regions, this practical guide provides you with methods for uncovering the hidden signals in your data. A collection of essays provides diverse viewpoints to show the similarities, as well as unique approaches, to alpha design, covering a wide variety of topics, ranging from abstract theory to concrete technical aspects. You'll learn the dos and don'ts of information research, fundamental analysis, statistical arbitrage, alpha diversity, and more, and then delve into more advanced areas and more complex designs. The companion website, www.worldquantchallenge.com, features alpha examples with formulas and explanations. Further, this book also provides practical guidance for using WorldQuant's online simulation tool WebSim® to get hands-on practice in alpha design.

Alpha is an algorithm which trades financial securities. This book shows you the ins and outs of alpha design, with key insight from experienced practitioners.

  • Learn the seven habits of highly effective quants
  • Understand the key technical aspects of alpha design
  • Use WebSim® to experiment and create more successful alphas

Finding Alphas is the detailed, informative guide you need to start designing robust, successful alphas.

Keywords: Finding Alphas: A Quantitative Approach to Building Trading Strategies; Igor Tulchinsky; WorldQuant; alpha design; creating alphas; trading algorithms; alphagenesis; alpha methods; alpha life cycle; alpha design guide; alpha design handbook; alpha text; programming for trading; alpha backtesting; experimental alphas; alpha analysis; alpha diversity; complex alpha design; WebSim; WebSim alpha design; alpha design tutorials; step by step alpha design; building alphas; alpha testing; successful alphas

John Wiley and Sons, Inc.
Publication year
Page amount
272 pages
Printed ISBN

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