Machine Learning for Factor Investing R Version

The book covers a wide array of subjects which range from economic rationales to rigorous portfolio back-testing and encompass both data processing and model interpretability.

Machine Learning for Factor Investing  R Version

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Machine Learning for Factor Investing: R Version
Language: en
Pages: 321
Authors: Guillaume Coqueret, Tony Guida
Categories: Business & Economics
Type: BOOK - Published: 2020-08-31 - Publisher: CRC Press

Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedge funds and asset managers, notably for alpha signal generation and stocks selection. The technicality of the subject can make it hard for non-specialists to join the bandwagon, as the
Equity Smart Beta and Factor Investing for Practitioners
Language: en
Pages: 496
Authors: Khalid Ghayur, Ronan G. Heaney, Stephen C. Platt
Categories: Business & Economics
Type: BOOK - Published: 2019-06-12 - Publisher: John Wiley & Sons

A guide to the popular and fast growing investment opportunities of smart beta Equity Smart Beta and Factor Investing for Practitioners offers a hands-on guide to the popular investment opportunities of smart beta, which is one of the fastest growing areas within the global equity asset class. This well-balanced book
Your Complete Guide to Factor-Based Investing
Language: en
Pages: 360
Authors: Andrew L. Berkin, Larry E. Swedroe
Categories: Business & Economics
Type: BOOK - Published: 2016-10-07 - Publisher:

There are hundreds of exhibits in the investment "factor zoo." Which ones are actually worth your time, and your money? Andrew L. Berkin and Larry E. Swedroe, co-authors of The Incredible Shrinking Alpha, bring you a thorough yet still jargon-free and accessible guide to applying one of today's most valuable
Factor Investing
Language: en
Pages: 480
Authors: Emmanuel Jurczenko
Categories: Business & Economics
Type: BOOK - Published: 2017-10-17 - Publisher: Elsevier

This new edited volume consists of a collection of original articles written by leading industry experts in the area of factor investing. The chapters introduce readers to some of the latest research developments in the area of equity and alternative investment strategies.Each chapter deals with new methods for constructing and
Asset Management
Language: en
Pages: 704
Authors: Andrew Ang
Categories: Business & Economics
Type: BOOK - Published: 2014 - Publisher: Oxford University Press (UK)

Stocks and bonds? Real estate? Hedge funds? Private equity? If you think those are the things to focus on in building an investment portfolio, Andrew Ang has accumulated a body of research that will prove otherwise. In his new book Asset Management: A Systematic Approach to Factor Investing, Ang upends