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A01=Chuan Shi
A01=Michael Zhang
A01=Tao Lu
Age Group_Uncategorized
Age Group_Uncategorized
Author_Chuan Shi
Author_Michael Zhang
Author_Tao Lu
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Category1=Non-Fiction
Category=KCH
Category=KCHS
Category=KFFM
Category=PBT
Category=PBW
COP=United Kingdom
Delivery_Pre-order
Language_English
PA=Not yet available
Price_€100 and above
PS=Forthcoming
softlaunch

Navigating the Factor Zoo: The Science of Quantitative Investing

English

By (author): Chuan Shi Michael Zhang 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 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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Current price €134.09
Original price €148.99
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A01=Chuan ShiA01=Michael ZhangA01=Tao LuAge Group_UncategorizedAuthor_Chuan ShiAuthor_Michael ZhangAuthor_Tao Luautomatic-updateCategory1=Non-FictionCategory=KCHCategory=KCHSCategory=KFFMCategory=PBTCategory=PBWCOP=United KingdomDelivery_Pre-orderLanguage_EnglishPA=Not yet availablePrice_€100 and abovePS=Forthcomingsoftlaunch

Will deliver when available. Publication date 02 Dec 2024

Product Details
  • Dimensions: 156 x 234mm
  • Publication Date: 02 Dec 2024
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: United Kingdom
  • Language: English
  • ISBN13: 9781032768434

About Chuan ShiMichael ZhangTao Lu

Michael Zhang is the founder of Super Quantum Fund. He has over 20 years of experience in quantitative investing. He publishes in the most prestigious academic journals and has been highly cited. He holds a PhD from MIT an MSc and two bachelors degrees from Tsinghua University.Tao Lu is the CEO of Super Quantum Fund. He has extensive practical experience in portfolio management through quantitative methods and leading quantitative research teams. He holds a PhD from the Chinese University of Hong Kong and two bachelors degrees from Tsinghua University.Chuan Shi is the chief data scientist at Beijing Liangxin Investment Management specializing in factor investing portfolio allocation and risk management. He holds a PhD from MIT and bachelor's and master's degrees from Tsinghua University. He is the lead author of Factor Investing: Methodology and Practice.

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