Igor Tulchinsky

WorldQuant LLC

1700 East Putnam Ave, Third Floor

Old Greenwich, CT 06870

United States

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Scholarly Papers (1)

1.

Performance v. Turnover: A Story by 4,000 Alphas

The Journal of Investment Strategies 5(2) (2016) 75-89, Invited Investment Strategy Forum Paper
Number of pages: 17 Posted: 10 Sep 2015 Last Revised: 22 Mar 2016
Zura Kakushadze and Igor Tulchinsky
Quantigic Solutions LLC and WorldQuant LLC
Downloads 7,055 (797)

Abstract:

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performance, turnover, return, alpha, hedge fund, portfolio, cents-per-share, volatility, P&L, equities, quantitative trading, empirical analysis