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  3. Økonometri og økonomisk statistik

Navigating the Factor Zoo

- The Science of Quantitative Investing
Af: Chuan Shi, Michael Zhang, Tao Lu Engelsk Paperback

Navigating the Factor Zoo

- The Science of Quantitative Investing
Af: Chuan Shi, Michael Zhang, Tao Lu Engelsk Paperback
Tjek vores konkurrenters priser

Bridging the gap between theoretical asset pricing and industry practices in factors and factor investing, Zhang et al. provides a comprehensive treatment of factors, along with industry insights on practical factor development.

Chapters cover a wide array of topics, including the foundations of quantamentals, the intricacies of market beta, the significance of statistical moments, the principles of technical analysis, and the impact of market microstructure and liquidity on trading. Furthermore, it delves into the complexities of tail risk and behavioral finance, revealing how psychological factors affect market dynamics. The discussion extends to the sophisticated use of option trading data for predictive insights and the critical differentiation between outcome uncertainty and distribution uncertainty in financial decision-making. A standout feature of the book is its examination of machine learning''s role in factor investing, detailing how it transforms data preprocessing, factor discovery, and model construction. Overall, this book provides a holistic view of contemporary financial markets, highlighting the challenges and opportunities in harnessing alternative data and machine learning to develop robust investment strategies.

This book would appeal to investment management professionals and trainees. It will also be of use to graduate and upper undergraduate students in quantitative finance, factor investing, asset management and/or trading.

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Tjek vores konkurrenters priser
Normalpris
kr 364
Fragt: 39 kr
6 - 8 hverdage
20 kr
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God 4 anmeldelser på
Tjek vores konkurrenters priser

Bridging the gap between theoretical asset pricing and industry practices in factors and factor investing, Zhang et al. provides a comprehensive treatment of factors, along with industry insights on practical factor development.

Chapters cover a wide array of topics, including the foundations of quantamentals, the intricacies of market beta, the significance of statistical moments, the principles of technical analysis, and the impact of market microstructure and liquidity on trading. Furthermore, it delves into the complexities of tail risk and behavioral finance, revealing how psychological factors affect market dynamics. The discussion extends to the sophisticated use of option trading data for predictive insights and the critical differentiation between outcome uncertainty and distribution uncertainty in financial decision-making. A standout feature of the book is its examination of machine learning''s role in factor investing, detailing how it transforms data preprocessing, factor discovery, and model construction. Overall, this book provides a holistic view of contemporary financial markets, highlighting the challenges and opportunities in harnessing alternative data and machine learning to develop robust investment strategies.

This book would appeal to investment management professionals and trainees. It will also be of use to graduate and upper undergraduate students in quantitative finance, factor investing, asset management and/or trading.

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Se mere i:
Produktdetaljer
Sprog: Engelsk
Sider: 296
ISBN-13: 9781032768410
Indbinding: Paperback
Udgave:
ISBN-10: 103276841X
Kategori: Økonometri og økonomisk statistik
Udg. Dato: 9 dec 2024
Længde: 19mm
Bredde: 157mm
Højde: 234mm
Forlag: Taylor & Francis Ltd
Oplagsdato: 9 dec 2024
Forfatter(e): Chuan Shi, Michael Zhang, Tao Lu
Forfatter(e) Chuan Shi, Michael Zhang, Tao Lu

Kategori Økonometri og økonomisk statistik

ISBN-13 9781032768410

Sprog Engelsk

Indbinding Paperback

Sider 296

Udgave

Længde 19mm

Bredde 157mm

Højde 234mm

Udg. Dato 9 dec 2024

Oplagsdato 9 dec 2024

Forlag Taylor & Francis Ltd

Kategori sammenhænge