The Alpha Formula
Download or Read eBook The Alpha Formula PDF written by Chris Cain and published by . This book was released on 2019-08-15 with total page pages. Available in PDF, EPUB and Kindle.
| Author | : Chris Cain |
| Publisher | : |
| Total Pages | : |
| Release | : 2019-08-15 |
| ISBN-10 | : 0578530848 |
| ISBN-13 | : 9780578530840 |
| Rating | : 4/5 (48 Downloads) |
Book Synopsis The Alpha Formula by : Chris Cain
Book excerpt: The Alpha Formula is a combination of:¿Quantitative Investment Strategies¿Behavioral Finance, and¿Applying First Principles to portfolio constructionIn this book we will touch on a handful of the most pervasive behavioral biases that befall investors and how they can lead to certain, predictable, repeatable market behavior. We will then use this market behavior to construct four minimally correlated trading strategies, complete with rules and historical test results. Each strategy attacks a First Principle, or self-evident truth, about the market. This results in strategies that are inherently different and uncorrelated. Finally, combining our four strategies leads us to The Alpha Formula portfolio.
