书目详细信息
： Finding alphas :
书目信息 机读格式(MARC)
| ISBN： | 9781119057864 |
|---|---|
| ISBN： | 9781119057871 |
| ISBN： | 1119057876 |
| ISBN： | 9781119057888 |
| ISBN： | 1119057884 |
| 编目源： | NhCcYBP NhCcYBP NhCcYME |
| 题名： | Finding alphas : a quantitative approach to building trading strategies / Igor Tulchinsky et al. |
| 索书号： | F830.91/T917E |
| 载体形态： | xvi, 253 pages : illustrations ; 24 cm |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | Machine generated contents note: pt. I INTRODUCTION -- 1.Introduction to Alpha Design / Igor Tulchinsky -- 2.Alpha Genesis -- The Life-Cycle of a Quantitative Model of Financial Price Prediction / Geoffrey Lauprete-- 3.Cutting Losses / Igor Tulchinsky -- pt. II DESIGN AND EVALUATION -- 4.Alpha Design / Yongfeng He -- 5.How to Develop an Alpha. I: Logic with an Example / Pankaj Bakliwal -- 6.How to Develop an Alpha. II: A Case Study / Hongzhi Chen -- 7.Fundamental Analysis / Kailin Qi -- 8.Equity Price and Volume / Cong Li -- 9.Turnover / Pratik Patel -- 10.Backtest -- Signal or Overfitting / Peng Yan -- 11.Alpha and Risk Factors / Peng Wan -- 12.The Relationship between Alpha and Portfolio Risk / Ionut Aron -- 13.Risk and Drawdowns / Hammad Khan -- 14.Data and Alpha Design / Weijia Li -- 15.Statistical Arbitrage, Overfitting, and Alpha Diversity / Zhuangxi Fang -- 16.Techniques for Improving the Robustness of Alphas / Michael Kozlov -- |
| 格式化内容附注： | Contents note continued: 17.Alphas from Automated Search / Yu Huang --18.Algorithms and Special Techniques in Alpha Research / Sunny Mahajan -- pt. III EXTENDED TOPICS -- 19.Impact of News and Social Media on Stock Returns / Wancheng Zhang -- 20.Stock Returns Information from the Stock Options Market / Swastik Tiwari -- 21.Introduction to Momentum Alphas / Zhiyu Ma -- 22.Financial Statement Analysis / Paul A. Griffin -- 23.Institutional Research 101 / Benjamin Ee -- 24.Introduction to Futures Trading / Rohit Agarwal -- 25.Alpha on Currency Forwards and Futures / Richard Williams -- pt. IV NEW HORIZON -- WEBSIM[™] -- 26.Introduction to WebSim[™] / Jeffrey Scott -- 27. Alphas and WebSim[™] Fundamentals -- By the WebSim[™] Team -- 28.Understanding How WebSim[™] Works -- By the WebSim[™] Team -- 29.API Reference -- By the WebSim[™] Team -- 30.Interpreting Results and Alpha Repository -- By the WebSim[™] Team -- |
| 格式化内容附注： | Contents note continued: 31.Alpha Tutorials -- By the WebSim[™] Team -- 32.FAQs -- By the WebSim[™] Team -- 33.Suggested Readings -- By the WebSim[™] Team -- pt. V A FINAL WORD -- 34.The Seven Habits of Highly Successful Quants / Richard Hu. |