FINDING ALPHAS- A Quantitative Approach to Building Trading Strategies SECOND EDITION Edited by Igor Tulchinsky et al. Preface Igor先赞美一下从2015年第一版Finding Alphas到现在2019年之间的成就,包括已经在全球28个office雇佣了2000多员工,挖掘了2百万个alphas。(但是WebSim倒了,Igor为啥还发这本书呢) 并且...
Finding Alphas 作者: Igor Tulchinsky 出版社: Wiley副标题: A Quantitative Approach to Building Trading Strategies出版年: 2015-10-26页数: 272定价: USD 60.00装帧: HardcoverISBN: 9781119057864豆瓣评分 6.8 25人评价 5星 16.0% 4星 32.0% 3星 32.0% 2星 12.0% 1星 8.0% ...
最近有朋友问我什么时候把这本书的读书笔记写完 读书笔记 | FINDING ALPHAS(1),其实我自己都没意识到上一次更新读书笔记已经差不多是半年前了,确实一件事情一旦在Todo List中被拆分,就很容易被旁置。 实际上,这本书本身跟IGOR TULCHINSKY关系并不大,大部分是团队的成员各自负责几个章节来写,导致内容出品并不稳定。
Alpha:用于预测金融工具未来价格走势的计算机算法Alpha值:用于给每个金融工具赋值,表示投入的资金比例 形成Alpha逻辑——>信息数据化——>提出设想——>得到数学表达式——>应用各种运算改进表达式…
当当中国进口图书旗舰店在线销售正版《英文原版 发现阿尔法:建立交易策略的定量方法 Finding Alphas - A Quantitative Approach To Building Tradin.》。最新《英文原版 发现阿尔法:建立交易策略的定量方法 Finding Alphas - A Quantitative Approach To Building Tradin.
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 –...
Finding alphas in the futures and currency forwards markets is an area of great practical interest. It also presents many challenges, some analogous to those in other markets, such as equities and exchange鈥恡raded funds, and some unique to these specific instruments. This chapter discusses some...
Finding Alphas: A Quantitative Approach to Building Trading StrategiesIgor Tulchinsky I Tulchinsky - Finding Alphas: A Quantitative Approach to Building Trading Strategies 被引量: 0发表: 2015年 Tax Consequences of Active Portfolio Management: A Simulation Approach Additionally, we calculate pre-tax alpha...
Finding Alphas A Quantitative Approach To Building Trading Strategies Igor Tulchinsky 2015 Wiley 星级: 440 页 Finding Alphas_ A Quantitative Approach to Building Trading Strategies 星级: 272 页 9781119571278 Finding Alphas A Quantitative Approach to Building Trading Strategies, Second Edition 星级:...
HOW WE FIND DATA FOR ALPHAS Data from Literature Data from Vendors DATA VALIDATION 当一个研究员在拿到新数据的时候,第一时间不是去研究alpha信号,而是去检查数据质量是否能用。(*曾经被老板骂过,第一件事还得做EDA) Timestamp对于量化研究员来说,数据的时间戳是非常重要的,如果没有时间戳,我们基本不能使用...