Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage

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Quantitative Portfolio Management Course

Quantitative investment strategies include statistical arbitrage, factor investing, risk parity, machine learning techniques, and artificial intelligence approaches. Z-scores and fundamental values. The authors also explain how various modeling approaches differ and provide a methodology for choosing the right model in a given situation.Our diverse quantitative strategies combine investment professionals’ expertise with sophisticated quantitative models to meet the needs of investors at any level, from institutional investors and advisors to individuals and their families. Recent innovations in quantitative investing, such as factor investing, and industry applications via fundamental indexing and smart-beta products. We will also discuss how macroeconomic conditions (e.g., inflation and monetary policy) impact the success of these strategies.

Quantitative Portfolio Management: with Applications in Python Quantitative Portfolio Management: with Applications in Python

By the end of the capstone project, you will have incorporated concepts from all four courses, including: Market frictions and the capacity of investment strategies, incentives of asset managers, and evaluating the performance of actively-managed strategies, with applications to ETFs, hedge funds, and mutual funds. In Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant Dr. Michael Isichenko delivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financ... Brynjolfsson, Erik and Hitt, Lorin M. and Kim, Heekyung Hellen, " Strength in Numbers: How Does Data-Driven Decisionmaking Affect Firm Performance?"in conjunction with Grinold and Kahn’s thorough 1999 explication of theory provides a powerful amalgamation of academic theory and practical reality. Practitioners who are serious about quantitative investing and want to focus on the details of running the numbers should have this book on their shelves. Chincarini and Kim begin with seven basic tenets for quantitative investment that form a strong foundation for all their work: Sears, R. Stephen; Trennepohl, Gary L. 1981. The Nature of Risk in Option Portfolios. Urbana: OCLC.

Quantitative Portfolio Management (豆瓣) - 豆瓣读书 Quantitative Portfolio Management (豆瓣) - 豆瓣读书

Department of Population, Family and Reproductive Health Toggle Department of Population, Family and Reproductive HealthInternational Studies B.A./​M.A. Program with the Paul H. Nitze School of Advanced International Studies (SAIS)