Navigating the Factor Zoo: The Science of Quantitative Investing

by Michael Zhang, Chuan Shi, Tao Lu

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...

• Format: Hardcover
• Language: English
• ISBN: 1032768436
• ISBN13: 9781032768434
• Release Date: December 2024
• Publisher: Routledge
• Length: 296 Pages