000			02789nam a2200229 4500
005			20250510115424.0
008			250508b |||||||| |||| 00| 0 eng d
020			_a9781032768410
082			_a332.63 _bZHA
100			_aZhang, Michael _922124
245			_aNavigating the factor zoo: _bthe science of quantitative investing
260			_bRoutledge _aNew York _c2025
300			_axiv, 296 p.
365			_aGBP _b32.99
500			_aTable 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]
520			_aBridging 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)
650			_aMathematic--Statistics _924028
650			_aQuantitative--Finance _924029
700			_aLu, Tao _924030
700			_aShi, Chuan _924031
942			_cBK _2ddc
999			_c9699 _d9699