Navigating the factor zoo: the science of quantitative investing
Zhang, Michael
Navigating the factor zoo: the science of quantitative investing - New York Routledge 2025 - xiv, 296 p.
Table of contents:
Preface
Chapter 1. Factor Investing
Chapter 2. Quantamentals
Chapter 3. Statistical Moments as Factors
Chapter 4. Market Beta
Chapter 5. Technical Analysis Factors
Chapter 6. Microstructure and Liquidity
Chapter 7. Tail Risk
Chapter 8. Behavioral Finance
Chapter 9. Option Information
Chapter 10. Uncertainty
Chapter 11. Alternative Data
Chapter 12. Machine Learning in Factor Investing
Epilogue
[https://www.routledge.com/Navigating-the-Factor-Zoo-The-Science-of-Quantitative-Investing/Zhang-Lu-Shi/p/book/9781032768410?srsltid=AfmBOopjZopxZv_rbVuN3kmTrUXcs4ZeMy6Te8D7EOdaObo3_7t4K_zF]
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.
(https://www.routledge.com/Navigating-the-Factor-Zoo-The-Science-of-Quantitative-Investing/Zhang-Lu-Shi/p/book/9781032768410?srsltid=AfmBOopjZopxZv_rbVuN3kmTrUXcs4ZeMy6Te8D7EOdaObo3_7t4K_zF)
9781032768410
Mathematic--Statistics
Quantitative--Finance
332.63 / ZHA
Navigating the factor zoo: the science of quantitative investing - New York Routledge 2025 - xiv, 296 p.
Table of contents:
Preface
Chapter 1. Factor Investing
Chapter 2. Quantamentals
Chapter 3. Statistical Moments as Factors
Chapter 4. Market Beta
Chapter 5. Technical Analysis Factors
Chapter 6. Microstructure and Liquidity
Chapter 7. Tail Risk
Chapter 8. Behavioral Finance
Chapter 9. Option Information
Chapter 10. Uncertainty
Chapter 11. Alternative Data
Chapter 12. Machine Learning in Factor Investing
Epilogue
[https://www.routledge.com/Navigating-the-Factor-Zoo-The-Science-of-Quantitative-Investing/Zhang-Lu-Shi/p/book/9781032768410?srsltid=AfmBOopjZopxZv_rbVuN3kmTrUXcs4ZeMy6Te8D7EOdaObo3_7t4K_zF]
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.
(https://www.routledge.com/Navigating-the-Factor-Zoo-The-Science-of-Quantitative-Investing/Zhang-Lu-Shi/p/book/9781032768410?srsltid=AfmBOopjZopxZv_rbVuN3kmTrUXcs4ZeMy6Te8D7EOdaObo3_7t4K_zF)
9781032768410
Mathematic--Statistics
Quantitative--Finance
332.63 / ZHA