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Quants AUTOMATE Making BILLIONS – Alpha Models SIMPLIFIED - 5 Component Quant Trading Systems
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A video series based on the book Inside The Black Box: A Simple Guide To Quantitative And High Frequency Trading by Rishi K. Narang. A must read for all quants
This video introduces the Alpha Model, one of the 5 major components of a quant trading system
Timestamps:
0:00 - PARTE
01:19 - Quant Trading System Recap
02:32 - Introduction to Alpha Models
04:02 - 2 Flavours of Alpha Models - Theory vs Data Driven
04:57 - Groceries for Alpha Models
05:33 - 2 types of Alpha Signals
05:56 - Price-Based Alpha Models - The Classics
06:37 - Trend-Following Model
07:50 - Mean-Reversion Model
09:30 - Toy Example of Arbitrage
11:10 - Statistical Arbitrage aka Pairs Trading
14:39 - Price Based vs Fundamentals Based Models
15:41 - Fundamentals-Based Alpha Models - The Classics
15:49 - Growth Model
18:27 - Value Model
20:04 - Quality Model
25:04 - Machine Learning Alpha Models - Natural Language Processing NLP for Sentiment Analysis
30:17 - Importance of high quality data
Videos Mentioned:
From the Quant Books | Inside the Black Box | Series
SURPRISING WAY Quant Trading Benefits YOU and ME
What is a Quant & Quant Trading
"Basic Statistical Arbitrage: Understanding the Math Behind Pairs Trading" by Max Margenot
Free Resources:
Money Printer Goes Brrrr Jerome Powell Extracted from
#alphamodels #quantitativefinance #quantitativetrading #quanttrading #hedgefund #systematictrading #blackbox #internship #interview #interviewtips
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