3. Alpha Models: How Quants Make Money

  1. Rishi K Narang

Published Online: 1 DEC 2011

DOI: 10.1002/9781118267738.ch3

Inside the Black Box: The Simple Truth About Quantitative Trading

Inside the Black Box: The Simple Truth About Quantitative Trading

How to Cite

Narang, R. K. (2009) Alpha Models: How Quants Make Money, in Inside the Black Box: The Simple Truth About Quantitative Trading, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118267738.ch3

Publication History

  1. Published Online: 1 DEC 2011
  2. Published Print: 24 AUG 2009

ISBN Information

Print ISBN: 9780470432068

Online ISBN: 9781118267738

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Keywords:

  • alpha models;
  • quant trading system;
  • investment process;
  • portfolio holdings;
  • trading strategies

Summary

This chapter contains sections titled:

  • Types of Alpha Models: Theory Driven and Data Driven

  • Theory-Driven Alpha Models

  • Data-Driven Alpha Models

  • Implementing the Strategies

  • Blending Alpha Models

  • Summary