Finding Alphas - A Quantitative Approach to Building Trading Strategies

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

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