Finding Alpha
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Finding Alpha
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Author : Eric Falkenstein
language : en
Publisher: John Wiley & Sons
Release Date : 2009-06-03
Finding Alpha written by Eric Falkenstein and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-06-03 with Business & Economics categories.
Praise for Finding Alpha "Eric Falkenstein is more than one of the smartest and funniest people in finance. He's been a banker, a key model builder at a major rating agency, and a hedge fund trader. In this tour de force, he outlines the successes and failures of financial theory applications in the real world from the perspective of an aggressive early adopter of the best ideas in finance. To this day, I think Eric's private firm default model is one of the best papers ever published in applied finance, and this wonderful book falls into the same category." —Donald R. van Deventer, PhD, founder and Chief Executive Officer, Kamakura Corporation "People dismissed Columbus when he said the world was round. Thank goodness he persisted. Like Columbus, Falkenstein challenges standard thinking, only this time about risk and reward. As the meltdown of the capital markets has shown, the financial industry clearly missed something with regard to risk management. As an industry, we need to consider alternative theories on risk, and clearly Falkenstein is on to something here. Agree with him or not, Finding Alpha is worth a read." —Kevin M. Blakely, President and CEO,The Risk Management Association "Writing through the lens of an experienced practitioner, Falkenstein digests decades of research in capital markets, financial economics, and investment psychology that have shaped modern investment theory. This text is an excellent companion for portfolio managers, investment students, or anyone seeking to better understand the relationship between risk, returns, and financial reward." —Todd Houge, PhD, CFA, The University of Iowa How do we find alpha whenrisk does not correlate with return? Finding Alpha is a practical guide to achieving alpha when conventional measures of risk rarely correlate with higher returns. Author Eric Falkenstein-a PhD who has also been a risk manager and portfolio manager—tells the story of alpha from its beginnings to its current reversal, where risk is now evidenced by return as opposed to vice versa. Falkenstein begins by walking readers through the Capital Asset Pricing Model (CAPM), as well as other well-documented theories about risk and return, and explores how these theories measure up to current empirical evidence being documented by researchers and academics. He also outlines a novel approach to the issues of how benchmark risk and investor overconfidence affects expected asset returns, how to understand the nature of alpha and risk, and how to use practical applications of alpha-seeking strategies that he developed as a successful hedge fund manager. Finding Alpha concludes by outlining some real-life applications of alpha in finance and explains how the search for alpha affects the day-to-day life of all financial professionals.
Finding Alphas
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Author : Igor Tulchinsky
language : en
Publisher: John Wiley & Sons
Release Date : 2019-10-01
Finding Alphas written by Igor Tulchinsky and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-01 with Business & Economics categories.
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. • 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.
Finding My Alpha
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Author : Thea Reed
language : en
Publisher: Partridge Africa
Release Date : 2015-04-22
Finding My Alpha written by Thea Reed and has been published by Partridge Africa this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-04-22 with Family & Relationships categories.
Finding my alpha expresses the conviction of one woman as she explicitly expresses the emotional turmoil, the sacrifices, and the love she shared with one man for twelve years of marriage. Thea Reed is a first-time author who critically looks at the choices she made as an empowered woman before marriage and the shift in scales to a submissive beta wolf who did whatever she could to make her marriage work. The book openly explores the belief systems of being an Indian female and the mental barriers faced in a journey to finding inner strength and the will to stand tallthe alpha wolf. Real-life events and incidents allow the reader to connect with her pain and identify with the number of boundaries Thea allowed to be crossed. She gives insight into to the tools and support structures she put in place to build her mental and physical strength and bravely reflects on her shadow self. Understanding the meaning of not giving in easily and fighting with every bit of your soul, this book brings a refreshing view of unconditional love and finding peace when all roads have been exhausted.
Trend Following With Managed Futures
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Author : Alex Greyserman
language : en
Publisher: John Wiley & Sons
Release Date : 2014-08-25
Trend Following With Managed Futures written by Alex Greyserman and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-25 with Business & Economics categories.
An all-inclusive guide to trend following As more and more savvy investors move into the space, trend following has become one of the most popular investment strategies. Written for investors and investment managers, Trend Following with Managed Futures offers an insightful overview of both the basics and theoretical foundations for trend following. The book also includes in-depth coverage of more advanced technical aspects of systematic trend following. The book examines relevant topics such as: Trend following as an alternative asset class Benchmarking and factor decomposition Applications for trend following in an investment portfolio And many more By focusing on the investor perspective, Trend Following with Managed Futures is a groundbreaking and invaluable resource for anyone interested in modern systematic trend following.
Finding Alphas 2nd Edition
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Author : Igor Tulchinsky
language : en
Publisher:
Release Date : 2019
Finding Alphas 2nd Edition written by Igor Tulchinsky and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with categories.
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." 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
Finding His Alpha
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Author : Bale Reba (author)
language : en
Publisher:
Release Date : 1901
Finding His Alpha written by Bale Reba (author) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1901 with categories.
Finding Alphas
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Author : Igor Tulchinsky
language : en
Publisher:
Release Date : 2015
Finding Alphas written by Igor Tulchinsky and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with Securities categories.
Finding 1 Stocks
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Author : Kevin Matras
language : en
Publisher: John Wiley & Sons
Release Date : 2011-04-26
Finding 1 Stocks written by Kevin Matras and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-04-26 with Business & Economics categories.
Practical trading tools and techniques developed by Zacks Investment Research While there are many stock trading systems on the market today, that use a variety of different approaches and indicators, the approach used by Zacks Investment Research is built around the number one driver of stock prices: company earnings. Based on Zacks Research Wizard product, this book provides you with market beating stock selection techniques and advice on how to build your own stock selection system. This practical guide discloses several trading methods that have outperformed the market for a long period of time and shows you how to screen stocks and develop selection criteria to build various types of stock portfolios, such as aggressive growth; growth and income; momentum; and value. Highlights several of Zacks trading methods that have outperformed the market for extended periods of time Discusses how to create customized systems incorporating elements of the Zacks approach with other types of fundamental and technical data Includes a 30-day free subscription to Zacks Research Wizard software Written with the serious investor in mind, Finding #1 Stocks will put you in a better position to excel in today's dynamic markets.
Be Your Own Alpha
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Author : Azi M
language : en
Publisher:
Release Date : 2023-09-27
Be Your Own Alpha written by Azi M and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-09-27 with categories.
The Unrules
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Author : Igor Tulchinsky
language : en
Publisher: John Wiley & Sons
Release Date : 2018-09-24
The Unrules written by Igor Tulchinsky and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-09-24 with Business & Economics categories.
Learn from a master of quantitative finance the rules that made him a success. The UnRules presents the dynamic rules for success in the age of exponential information. Written by Igor Tulchinsky, the trader behind global quantitative investment management firm WorldQuant, this book is more than just another Big Data guide for financial wonks — it’s a prescriptive, inspirational book for everyone navigating the tidal waves of the information age. Data is everywhere, coming at us in a never-ceasing, ever-rising river that threatens to overwhelm us. Tulchinsky shows us, however, how natural patterns underlie that data — patterns that may dictate life or death, success or failure. The marriage of man and machines has allowed scientists to explore increasingly complex worlds, to predict outcomes and eventualities. This book demonstrates how to exercise real intelligence by discerning the patterns that surround us every day and how to leverage this information into success in the workplace and beyond. Igor Tulchinsky has spent his career discerning meaningful patterns in information. For decades, Tulchinsky has been at the forefront of developing predictive trading algorithms known as alphas — a quest that has led Tulchinsky to explore the nature of markets, the fundamentals of risk and reward, and the science behind complex nonlinear systems. Tulchinsky explains what we know of these systems, both natural and man-made, in accessible and personal terms, and he shares how alphas have driven his success as an investor and shaped his central “UnRule,” which is that no rule applies in every case. As markets evolve, even the most effective trading algorithms weaken over time. Decades of creating successful alphas — and learning how to effectively transform them into strategies — have taught Tulchinsky about the need to combine flexibility and focus, discipline and creativity when building complex models. At a time when data and computing power are exploding exponentially, The UnRules provides an expert introduction to our increasingly quantitative world.