Quantitative Asset Management

ebook Factor Investing and Machine Learning for Institutional Investing

By Michael Robbins

cover image of Quantitative Asset Management

Sign up to save your library

With an OverDrive account, you can save your favorite libraries for at-a-glance information about availability. Find out more about OverDrive accounts.

   Not today
Libby_app_icon.svg

Find this title in Libby, the library reading app by OverDrive.

app-store-button-en.svg play-store-badge-en.svg
LibbyDevices.png

Search for a digital library with this title

Title found at these libraries:

Loading...

Augment your asset allocation strategy with machine learning and factor investing for unprecedented returns and growth

Whether you're managing institutional portfolios or private wealth, Quantitative Asset Management will open your eyes to a new, more successful way of investing—one that harnesses the power of big data and artificial intelligence.

This innovative guide walks you through everything you need to know to fully leverage these revolutionary tools. Written from the perspective of a seasoned financial investor making use of technology, it details proven investing methods, striking a rare balance between providing important technical information without burdening you with overly complex investing theory. Quantitative Asset Management is organized into four thematic sections:

  • Part I reveals invaluable lessons for planning and governance of investment decision-making.
  • Part 2 discusses quantitative financial modeling, covering important topics like overfitting, mitigating unrealistic assumptions, managing substitutions, enhancing minority classes, and missing data imputation.
  • Part 3 shows how to develop a strategy into an investment product, including the alpha models, risk models, implementation, backtesting, and cost optimization.
  • Part 4 explains how to measure performance, learn from mistakes, manage risk, and survive financial tragedies.
  • With Quantitative Asset Management, you have everything you need to build your awareness of other markets, ask the right questions and answer them effectively, and drive steady profits even through times of great uncertainty.

    Quantitative Asset Management