{"product_id":"finding-alphas-9781119571216","title":"Finding Alphas","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003e\u003cp\u003e\u003cb\u003eDiscover the ins and outs of designing predictive trading models\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eDrawing on the expertise of WorldQuant's global network, this new edition of \u003ci\u003eFinding Alphas: A Quantitative Approach to Building Trading Strategies\u003c\/i\u003e contains significant changes and updates to the original material, with new and updated data and examples.\u003c\/p\u003e \u003cp\u003eNine 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.\u003c\/p\u003e \u003cp\u003e Provides more references to the academic literature\u003c\/p\u003e \u003cp\u003e Includes new, high-quality material\u003c\/p\u003e \u003cp\u003e Organizes content in a practical and easy-to-follow manner\u003c\/p\u003e \u003cp\u003e Adds new alpha examples with formulas and explanations\u003c\/p\u003e \u003cp\u003eIf you're looking for the l\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003ePreface xi\u003c\/p\u003e \u003cp\u003ePreface (to the Original Edition) xiii\u003c\/p\u003e \u003cp\u003eAcknowledgments xv\u003c\/p\u003e \u003cp\u003eAbout the WebSim Website xvii\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart I Introduction 1\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e1 Introduction to Alpha Design 3\u003cbr\u003e\u003ci\u003eBy Igor Tulchinsky\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e2 Perspectives on Alpha Research 7\u003cbr\u003e\u003ci\u003eBy Geoffrey Lauprete\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e3 Cutting Losses 17\u003cbr\u003e\u003ci\u003eBy Igor Tulchinsky\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart II Design and Evaluation 23\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e4 Alpha Design 25\u003cbr\u003e\u003ci\u003eBy Scott Bender and Yongfeng He\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e5 How to Develop an Alpha: A Case Study 31\u003cbr\u003e\u003ci\u003eBy Pankaj Bakliwal and Hongzhi Chen\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e6 Data and Alpha Design 43\u003cbr\u003e\u003ci\u003eBy Weijia Li\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e7 Turnover 49\u003cbr\u003e\u003ci\u003eBy Pratik Patel\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e8 Alpha Correlation 61\u003cbr\u003e\u003ci\u003eBy Chinh Dang and Crispin Bui\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e9 Backtest – Signal or Overfitting? 69\u003cbr\u003e\u003ci\u003eBy Zhuangxi Fang and Peng Yan\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e10 Controlling Biases 77\u003cbr\u003e\u003ci\u003eBy Anand Iyer and Aditya Prakash\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e11 The Triple-Axis Plan 83\u003cbr\u003e\u003ci\u003eBy Nitish Maini\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e12 Techniques for Improving the Robustness of Alphas 89\u003cbr\u003e\u003ci\u003eBy Michael Kozlov\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e13 Alpha and Risk Factors 95\u003cbr\u003e\u003ci\u003eBy Peng Wan\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e14 Risk and Drawdowns 101\u003cbr\u003e\u003ci\u003eBy Hammad Khan and Rebecca Lehman\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e15 Alphas from Automated Search 111\u003cbr\u003e\u003ci\u003eBy Yu Huang and Varat Intaraprasonk\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e16 Machine Learning in Alpha Research 121\u003cbr\u003e\u003ci\u003eBy Michael Kozlov\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e17 Thinking in Algorithms 127\u003cbr\u003e\u003ci\u003eBy Sunny Mahajan\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart III Extended Topics 133\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e18 Equity Price and Volume 135\u003cbr\u003e\u003ci\u003eBy Cong Li and Huaiyu Zhou\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e19 Financial Statement Analysis 141\u003cbr\u003e\u003ci\u003eBy Paul A. Griffin and Sunny Mahajan\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e20 Fundamental Analysis and Alpha Research 149\u003cbr\u003e\u003ci\u003eBy Xinye Tang and Kailin Qi\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e21 Introduction to Momentum Alphas 155\u003cbr\u003e\u003ci\u003eBy Zhiyu Ma, Arpit Agarwal, and Laszlo Borda\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e22 The Impact of News and Social Media on Stock Returns 159\u003cbr\u003e\u003ci\u003eBy Wancheng Zhang\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e23 Stock Returns Information from the Stock Options Market 169\u003cbr\u003e\u003ci\u003eBy Swastik Tiwari and Hardik Agarwal\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e24 Institutional Research 101: Analyst Reports 179\u003cbr\u003e\u003ci\u003eBy Benjamin Ee, Hardik Agarwal, Shubham Goyal, Abhishek Panigrahy, and Anant Pushkar\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e25 Event-Driven Investing 195\u003cbr\u003e\u003ci\u003eBy Prateek Srivastava\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e26 Intraday Data in Alpha Research 207\u003cbr\u003e\u003ci\u003eBy Dusan Timotity\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e27 Intraday Trading 217\u003cbr\u003e\u003ci\u003eBy Rohit Kumar Jha\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e28 Finding an Index Alpha 223\u003cbr\u003e\u003ci\u003eBy Glenn DeSouza\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e29 ETFs and Alpha Research 231\u003cbr\u003e\u003ci\u003eBy Mark YikChun Chan\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e30 Finding Alphas on Futures and Forwards 241\u003cbr\u003e\u003ci\u003eBy Rohit Agarwal, Rebecca Lehman, and Richard Williams\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart IV New Horizon – Websim 251\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e31 Introduction to WebSim 253\u003cbr\u003e\u003ci\u003eBy Jeffrey Scott\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart V A Final Word 263\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e32 The Seven Habits of Highly Successful Quants 265\u003cbr\u003e\u003ci\u003eBy Richard Hu and Chalee Asavathiratham\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eReferences 273\u003c\/p\u003e \u003cp\u003eIndex 291\u003c\/p\u003e","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49407086985559,"sku":"9781119571216","price":35.15,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9781119571216.jpg?v=1730498132","url":"https:\/\/bookcurl.com\/products\/finding-alphas-9781119571216","provider":"Book Curl","version":"1.0","type":"link"}