O'Reilly logo

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

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

33 Suggested Readings

By the WebSim™ Team

This chapter includes reference sections with a list of academic/professional papers that can be used as a source of alpha ideas.

Note that the third-party links mentioned below are for reference purpose and user’s convenience only. These third-party sites may have their own terms of use and the reader is strongly urged to read and abide by them.

FINANCE BASICS

There is also a lot of information available on the web on the terms included in this section. We will provide links to additional information where possible but the reader is strongly encouraged to do a web search or research these terms on public open sources such as Wikipedia, Google Scholar, Investopedia, etc.

  1. Active Portfolio Management
    • Source: Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risks, by Richard Grinold and Ronald Kahn
    • Comment: Foundations, expected returns and valuations, and implementations.
  2. Market Neutral
    • Comment: Defines the terms market neutral, equity market neutral, and provides illustrations.
  3. Capital Asset Pricing Model
  4. Fama and French Model

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required