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

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Acknowledgments

In these pages, we present readers with a collection of writings on the alchemic art of finding alphas. It is written by WorldQuant's founder, directors, managers, in-house portfolio managers, and quantitative researchers. The key objectives of this collection are twofold – to present many viewpoints as to how to define an alpha, and how to find one. At WorldQuant, we believe no viewpoint is the best and only answer, and that a variety of approaches is always superior to a single one. We also present our online financial markets simulation tool known as WebSim™, which lets users and consultants create, test, simulate, and track alphas.

WorldQuant would like to thank Rohit Agarwal, Ionut Aron, Pankaj Bakliwal, Scott Bender, Hongzhi Chen, Benjamin Ee, Zhuangxi Fang, Paul A. Griffin, Yongfeng He, Richard Hu, Yu Huang, Hammad Khan, Michael Kozlov, Geoffrey Lauprete, Cong Li, Weijia Li, Zhiyu Ma, Sunny Mahajan, Pratik Patel, Kailin Qi, Jeffrey Scott, Xinye Tang, Swastik Tiwari, Igor Tulchinsky, Peng Wan, Richard Williams, Peng Yan, and Wancheng Zhang for their contributions, polishing efforts, and time invested in making this book a reality.

A special note of thanks to Wendy Goldman Rohm, our literary agent, for her critical and insightful comments on early drafts, her awesome proofing, and many great suggestions throughout the project; and to Werner Coetzee and the teams at John Wiley and Sons for their expert guidance and detailed and helpful advice. Many thanks ...

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