Finding alphas : (Record no. 76120)

000 -LEADER
fixed length control field 05197cam a22004698i 4500
001 - CONTROL NUMBER
control field 21018723
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20230221113217.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
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007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr |n|||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 190612s2020 enk ob 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2019981056
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781119571278
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781119571278
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781119571261
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781119571254
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9781119571216
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Language of cataloging eng
Transcribing agency DLC
Description conventions rda
Modifying agency DLC
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng.
042 ## - AUTHENTICATION CODE
Authentication code pcc
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG4515.5
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.6401/51
Edition number 23
245 00 - TITLE STATEMENT
Title Finding alphas :
Remainder of title a quantitative approach to building trading strategies /
Statement of responsibility, etc edited by Igor Tulchinsky et al., WorldQuant Virtual Research Center.
250 ## - EDITION STATEMENT
Edition statement Second edition.
264 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Chichester, West Sussex :
Name of publisher, distributor, etc Wiley,
Date of publication, distribution, etc 2020.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
500 ## - GENERAL NOTE
General note Previous edition entered under: Igor Tulchinsky
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
505 ## - CONTENTS
Formatted contents note TABLE OF CONTENTS<br/>Preface xi<br/><br/>Preface (to the Original Edition) xiii<br/><br/>Acknowledgments xv<br/><br/>About the WebSim Website xvii<br/><br/>Part I Introduction 1<br/><br/>1 Introduction to Alpha Design 3<br/>By Igor Tulchinsky<br/><br/>2 Perspectives on Alpha Research 7<br/>By Geoffrey Lauprete<br/><br/>3 Cutting Losses 17<br/>By Igor Tulchinsky<br/><br/>Part II Design and Evaluation 23<br/><br/>4 Alpha Design 25<br/>By Scott Bender and Yongfeng He<br/><br/>5 How to Develop an Alpha: A Case Study 31<br/>By Pankaj Bakliwal and Hongzhi Chen<br/><br/>6 Data and Alpha Design 43<br/>By Weijia Li<br/><br/>7 Turnover 49<br/>By Pratik Patel<br/><br/>8 Alpha Correlation 61<br/>By Chinh Dang and Crispin Bui<br/><br/>9 Backtest – Signal or Overfitting? 69<br/>By Zhuangxi Fang and Peng Yan<br/><br/>10 Controlling Biases 77<br/>By Anand Iyer and Aditya Prakash<br/><br/>11 The Triple-Axis Plan 83<br/>By Nitish Maini<br/><br/>12 Techniques for Improving the Robustness of Alphas 89<br/>By Michael Kozlov<br/><br/>13 Alpha and Risk Factors 95<br/>By Peng Wan<br/><br/>14 Risk and Drawdowns 101<br/>By Hammad Khan and Rebecca Lehman<br/><br/>15 Alphas from Automated Search 111<br/>By Yu Huang and Varat Intaraprasonk<br/><br/>16 Machine Learning in Alpha Research 121<br/>By Michael Kozlov<br/><br/>17 Thinking in Algorithms 127<br/>By Sunny Mahajan<br/><br/>Part III Extended Topics 133<br/><br/>18 Equity Price and Volume 135<br/>By Cong Li and Huaiyu Zhou<br/><br/>19 Financial Statement Analysis 141<br/>By Paul A. Griffin and Sunny Mahajan<br/><br/>20 Fundamental Analysis and Alpha Research 149<br/>By Xinye Tang and Kailin Qi<br/><br/>21 Introduction to Momentum Alphas 155<br/>By Zhiyu Ma, Arpit Agarwal, and Laszlo Borda<br/><br/>22 The Impact of News and Social Media on Stock Returns 159<br/>By Wancheng Zhang<br/><br/>23 Stock Returns Information from the Stock Options Market 169<br/>By Swastik Tiwari and Hardik Agarwal<br/><br/>24 Institutional Research 101: Analyst Reports 179<br/>By Benjamin Ee, Hardik Agarwal, Shubham Goyal, Abhishek Panigrahy, and Anant Pushkar<br/><br/>25 Event-Driven Investing 195<br/>By Prateek Srivastava<br/><br/>26 Intraday Data in Alpha Research 207<br/>By Dusan Timotity<br/><br/>27 Intraday Trading 217<br/>By Rohit Kumar Jha<br/><br/>28 Finding an Index Alpha 223<br/>By Glenn DeSouza<br/><br/>29 ETFs and Alpha Research 231<br/>By Mark YikChun Chan<br/><br/>30 Finding Alphas on Futures and Forwards 241<br/>By Rohit Agarwal, Rebecca Lehman, and Richard Williams<br/><br/>Part IV New Horizon – Websim 251<br/><br/>31 Introduction to WebSim 253<br/>By Jeffrey Scott<br/><br/>Part V A Final Word 263<br/><br/>32 The Seven Habits of Highly Successful Quants 265<br/>By Richard Hu and Chalee Asavathiratham<br/><br/>References 273<br/><br/>Index 291
520 ## - SUMMARY, ETC.
Summary, etc Discover the ins and outs of designing predictive trading models<br/><br/>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.<br/><br/>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.<br/><br/>• Provides more references to the academic literature<br/><br/>• Includes new, high-quality material<br/><br/>• Organizes content in a practical and easy-to-follow manner<br/><br/>• Adds new alpha examples with formulas and explanations<br/><br/>If you’re looking for the latest information on building trading strategies from a quantitative approach, this book has you covered.
588 ## - SOURCE OF DESCRIPTION NOTE
Source of description note Description based on print version record and CIP data provided by publisher; resource not viewed.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance
General subdivision Mathematical models.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance
General subdivision Decision making.
655 ## - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Tulchinsky, Igor,
Dates associated with a name 1966-
Relator term editor.
856 ## - ELECTRONIC LOCATION AND ACCESS
Link text Full text available at Wiley Online Library Click here to view
Uniform Resource Identifier https://onlinelibrary.wiley.com/doi/book/10.1002/9781119571278
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN)
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942 ## - ADDED ENTRY ELEMENTS
Source of classification or shelving scheme
Item type EBOOK
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Permanent Location Current Location Date acquired Source of acquisition Inventory number Full call number Barcode Date last seen Price effective from Item type
          COLLEGE LIBRARY COLLEGE LIBRARY 2021-09-23 ALBASA Consortium 51072 332.640151 F492 2020 CL-51072 2021-09-23 2021-09-23 EBOOK