Finding Alphas
by Igor Tulchinsky
Finding Alphas: A Quantitative Approach to Building Trading Strategies
- Preface
- Acknowledgments
- About the WebSim™ Website
- PART I: INTRODUCTION
- PART II: DESIGN AND EVALUATION
- 4 Alpha Design
- 5 How to Develop an Alpha. I: Logic with an Example
- 6 How to Develop an Alpha. II: A Case Study
- 7 Fundamental Analysis
- 8 Equity Price and Volume
- 9 Turnover
- 10 Backtest – Signal or Overfitting
- 11 Alpha and Risk Factors
- 12 The Relationship between Alpha and Portfolio Risk
- 13 Risk and Drawdowns
- 14 Data and Alpha Design
- 15 Statistical Arbitrage, Overfitting, and Alpha Diversity
- 16 Techniques for Improving the Robustness of Alphas
- 17 Alphas from Automated Search
- 18 Algorithms and Special Techniques in Alpha Research
- PART III: EXTENDED TOPICS
- PART IV: NEW HORIZON – WEBSIM™
- PART V: A FINAL WORD
- References
- Index
- EULA
FINDING ALPHAS
A Quantitative Approach to Building Trading Strategies
Igor Tulchinsky et al.
WorldQuant Virtual Research Center
-
No Comment
..................Content has been hidden....................
You can't read the all page of ebook, please click here login for view all page.