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Routledge Navigating the Factor Zoo - Quantitative Investing

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Description

Navigating the Factor Zoo: The Science of Quantitative Investing by Zhang et al. bridges the gap between theoretical asset pricing and industry practices. Published by Routledge, this book provides a comprehensive treatment of factors and practical factor development insights. Readers will explore the foundations of quantamentals, market beta, and the significance of statistical moments. The text also covers technical analysis principles alongside the impact of market microstructure and liquidity on trading. By examining tail risk and behavioral finance, this work explains how psychological factors influence markets, making it an essential resource for those studying quantitative investment strategies.

Key Features

This Routledge publication bridges the gap between theoretical asset pricing and practical industry factor investing.

The text provides a comprehensive treatment of factors including the foundations of quantamentals and market beta.

Readers gain knowledge on the significance of statistical moments and the principles of technical analysis.

The book examines how market microstructure and liquidity impact trading processes.

Content covers the complexities of tail risk and the role of behavioral finance in market movements.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
09 December 2024
Listed Since
26 April 2024

Barcode

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