Zhang, Michael
Navigating the Factor Zoo: The Science of Quantitative Investing
- ISBN 13:
- 9781032768410
- author:
- Zhang, Michael
- format:
- Paperback
- publisher:
- Routledge
- language:
- English
- Publication Year:
- 2024
- Pages:
- 296
- Dimensions:
- 23.4 x 15.6 x 1.7 centimetres (0
- Genre:
- Business, Investments & Securities, Portfolio Management,
- Condition:
- New
- Availability:
- Item usually sent within 10 working days
Description
Navigating the Factor Zoo: The Science of Quantitative Investing
This comprehensive guide bridges the gap between theoretical asset pricing and industry practices in factors and factor investing. It 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.
With chapters covering topics such as market beta, statistical moments, technical analysis, and the impact of market microstructure on trading, this book offers insights into the complexities of tail risk and behavioral finance. It also explores the role of machine learning in factor investing, detailing how it transforms data preprocessing, factor discovery, and model construction.
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