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Finding Alphas: A Quantitative Approach to Building Trading Strategies by Igor Tulchinsky

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Index

  • -1*alpha
  • academic research
    • biased papers
    • debate following
    • EMH
    • financial markets
    • journals
    • news
    • open sources
    • social media
    • viable market strategy
    • see also readings, WebSim™
  • accounting, accrual-based
  • accruals
  • AdaBoost
  • algorithms
    • automated searches
    • boosting
    • developing alpha
    • finding alpha
    • linguistic analysis of news
    • researching alpha
  • alpha examples, Python
    • custom-defined functions
    • functions from NumPy
    • functions from SciPy
    • industry data
    • simple linear regression model
    • simultaneous multiple data
    • use of valid matrix
    • values incorrectly assigned
  • alpha genesis
    • background
    • challenges
    • data input
    • evaluating alpha
    • life-cycle of alpha
    • looking back
    • predictive output
    • statistical arbitrage
  • alpha signals
  • alpha tutorials, WebSim™
    • coding alpha in Python
    • expression examples
  • alpha value
  • American call/put options
  • analyst research/reports
    • accessing
    • financial media
    • fundamental analysis
    • good questions
    • industry knowledge
    • reading tips
    • thought processes
    • trading signals
    • usefulness of
    • see also quants
  • Annual Return, WebSim™
  • API reference, WebSim™
    • available market data
    • available operators
    • company fundamental data for equity
    • price volume data for equity
  • APIs
  • Apple
  • arbitrage see statistical arbitrage
  • Asset Class, WebSim™
  • automated searches
    • algorithms
    • input data categories
    • input data as ratio
    • sensitivity tests
    • significance tests
    • testing periods
    • three components
  • backtesting
    • capital investment
    • developing alpha
    • drawdowns
    • ideas
    • overfitting
    • see also simulation
  • backwardation
  • balance ...

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