Finding ALPHA: Quantitative Trading Strategy
do By:(US) IgorTulchinsky (Igor·Written by Tulitzinsky) Translated by Yang Xuguang et al.
Certainly price:69
out Version society:Electronic Industry Press
Publishing date:August 01, 2019
Page number:192
Pack frame:Decoration
ISBN:9787121331367
●Table of Contents Introduction Chapter Alpha Design Introduction............ 2 Chapter 2 The Origin of Alpha - Life Cycle of Quantitative Model of Financial Price Prediction............ 5 Chapter 3 Stop Loss......... 10 Part 2 Design and Evaluation Chapter 4 Alpha Design......... 16 Chapter 5 How to Develop Alpha: Logical Examples......... 21 Chapter 6 How to Develop Alpha: Case Study......... 24 Chapter 7 Fundamental Analysis......... 32 Chapter 8 Stock Price and Trading Volume......... 36 Chapter 9 Turnover Rate............ 38 0 Backtest - Signal or Overfitting............ 41 1 Alpha and Risk Factors..................Chapter 46 2 The relationship between Alpha and securities portfolio risk............ 50 3 Risk and drawdown............ 56 4 Data and Alpha design............ 62 5 Statistical arbitrage, overfitting and Alpha diversity............ 66 6 Tips for improving the stability of Alpha signal............ 69 7 Automatic search for Alpha............ 72 8 Algorithms and special techniques in Alpha research............ 75 Part III Expansion research Chapter 9 The impact of news and social media on stock returns............ 78 Chapter 20 Stock returns reflected by the stock options market............ 83 Chapter 21Introduction to Momentum Alpha............ 90 Chapter 22 Analysis of Financial Statements............ 92 Chapter 23 Institutional Research101............ 99 Chapter 24 Introduction to Futures Trading............ 112 Chapter 25 Alpha in Forward Forex and Futures............ 116 Part IV New Tools WebSimTM Chapter 26 Introduction to WebSimTM............ 120 Chapter 27 Principles of Alpha and WebSimTM............ 126 Chapter 28 Understanding the Workflow of WebSimTM............ 130 Chapter 29 User Help Manual............ 137 Chapter 30 Output Results Description and AlphaSignal Library.........142 Chapter 31 Alpha Tutorial.........151 Chapter 32 FAQs.........161 Part 5 Conclusion Chapter 33 Seven Habits of Excellent and Wide Customers.........174
brief introduction
The author of this book is founder and CEO of worldquant. It introduces the worldquant practical application platform, discussing how to explore and develop quantitative financial models and their feasibility from 20 to 30 different perspectives.Each chapter is written by different people, and the whole is composed of a collection of great people's opinions.On the premise that the front-end quantification has not yet been completed to form a mature market, this book is very useful for reference.This book is not very academic and focuses on the introduction of practical application platforms.
(US) IgorTulchinsky (Igor·Written by Tulitzinsky) Translated by Yang Xuguang et al.
Igor?lgor Tulchinsky is the founder and CEO of WorldQuant, a multinational private investment management agency.He is also the founder of the Shikun Foundation, which provides scholarships to outstanding students who have further studies in the fields of science and quantitative research.He also founded WorldQuant University, which provides free online degree education for the Master of Metric Finance.
"Translator's preface: Google AlphaGo 2.0 defeated international Go champion Ke Jie; Goldman Sachs put assets of $1 million“Poor”All of them are thrown to robot investment advisory services; quantitative investment platforms in the primary market have also been commercially operated; technology and financial markets are more closely integrated, and Fintech's development is in full swing.I am very fortunate to be born in this era and will experience these changes; I am very fortunate to have experience in both the primary and secondary markets, and I can deeply understand these changes; I am very fortunate to have my professional background in computer science and technology, and I hope I can make achievements in this field; I am very fortunate to be able to translate the book "Looking for Alpha: Quantitative Trading Strategy". In the process of translation, I also improve myself!The translation work itself is completed by team members who are interested or are engaged in quantitative transactions (details are as follows). I am responsible for the summary and later proofreading work. Thank you very much for your joint efforts.“Weare a team!”: I am responsible for translating Chapters 4 and 20; Mr. Cheng Chen, a good trader in the bond market (CFA&FRM), is responsible for...
