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. You'll also find details of how to use WebSim, WorldQuant's web-based simulation platform, to test your 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
If you're looking for the latest information on building trading strategies from a quantitative approach, this book has you covered.
Автор: Chan, Ernie Название: Quantitative trading ISBN: 0470284889 ISBN-13(EAN): 9780470284889 Издательство: Wiley Рейтинг: Цена: 7524.00 р. Наличие на складе: Поставка под заказ.
Описание: While institutional traders continue to implement quantitative (or algorithmic) trading, many independent traders have wondered if they can still challenge powerful industry professionals at their own game? The answer is "yes," and in Quantitative Trading, Dr. Ernest Chan, a respected independent trader and consultant, will show you how.
Описание: Paul Wilmott on Quantitative Finance, Second Edition provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD-ROM. Volume 1: Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return. The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives.
Parallels are drawn between the respectable world of investing and the not-so-respectable world of gambling. Volume 2: Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: Advanced Topics; Numerical Methods and Programs.
In this volume the reader enters territory rarely seen in textbooks, the cutting-edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables.
In addition to the practical orientation of the book the author himself also appears throughout the book-in cartoon form, readers will be relieved to hear-to personally highlight and explain the key sections and issues discussed. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.
Автор: Swensen David Название: Pioneering Portfolio Management ISBN: 1416544690 ISBN-13(EAN): 9781416544692 Издательство: Simon & Schuster Рейтинг: Цена: 5173.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A chief investment officer shows how he propelled Yale University`s endowment into the top one percent of institutional funds.
Описание: This book presents practical Risk Management and Trading applications for the Electricity Markets. Various methodologies developed over the last few years are considered and current literature is reviewed. The book emphasizes the relationship between trading, hedging and generation asset management.
Автор: Larcher Название: The Art of Quantitative Finance Vol.1 ISBN: 3031238729 ISBN-13(EAN): 9783031238727 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This textbook offers an easily understandable introduction to the fundamental concepts of financial mathematics and financial engineering. The author presents and discusses the basic concepts of financial engineering and illustrates how to trade and to analyze financial products with numerous examples. Special attention is given to the valuation of basic financial derivatives. In the final section of the book, the author introduces the Wiener Stock Price Model and the basic principles of Black-Scholes theory. The book’s aim is to introduce readers to the basic techniques of modern financial mathematics in a way that is intuitive and easy to follow, and to provide financial mathematicians with insights into practical requirements when applying financial mathematical techniques in the real world.
Автор: Tsolacos Название: Applied Quantitative Analysis for Real Estate ISBN: 1138561320 ISBN-13(EAN): 9781138561328 Издательство: Taylor&Francis Рейтинг: Цена: 17609.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents an easy-to-read guide to applying quantitative analysis in real estate aimed at non-cognate undergraduate and Masters students, as well as meeting the requirements of modern professional practice.
Автор: Rita L. D`Ecclesia; Stavros A. Zenios Название: Operations Research Models in Quantitative Finance ISBN: 3790808032 ISBN-13(EAN): 9783790808032 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The articles included in the volume cover a range of diverse topics linked by a common theme: the use of formal modelling techniques to promote better understanding of financial markets and improve management of financial operations.Apart from a theoretical discussion, most of the papers model validation or verification using market data.
Автор: Ma, Lingjie Название: Quantitative investing ISBN: 3030472019 ISBN-13(EAN): 9783030472016 Издательство: Springer Рейтинг: Цена: 11878.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides readers with a systematic approach to quantitative investments and bridges the gap between theory and practice, equipping students to more seamlessly enter the world of industry. In order to connect finance theories and practical industry experience, each chapter begins with a real-world finance case study.
Описание: This self-contained book presents the main techniques of quantitative portfolio management and associated statistical methods in a very didactic and structured way, in a minimum number of pages.
Автор: Qian, Edward E. Название: Quantitative Equity Portfolio Management ISBN: 1584885580 ISBN-13(EAN): 9781584885580 Издательство: Taylor&Francis Рейтинг: Цена: 16843.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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