Idézet:A big picture analysis of quantitative factor investing combined with practical tools and strategies, including the latest machine learning techniques

In The Quantamental Revolution: Factor Investing in the Age of Machine Learning, veteran quantitative investor and strategist, Milind Sharma, delivers a comprehensive discussion of factor investing, risk premia, smart betas, multi-factor models and the deployment of ML ensembles towards monetizing alpha in the hedge fund world. Sharma draws on 30 years of industry and academic experience to bring us up to date on the cutting edge of quantitative factor investing.

You'll learn about the basics of Fama-French and obtain a practical blueprint for taming the factor zoo. This book provides a comprehensive factor investing framework designed to improve your investment process informed by an insightful industry perspective and backed up by 1st hand eye witness stories as narrated by the author.

The Quantamental Revolution also includes

A mature and sweeping perspective, simultaneously incorporating industry (insider) insights and academic rigor, not provided by any other reference
Novel research backed by live performance leveraging a huge factor library
A practical reinvention of buy-side equities using a spanning set of factors and ML enhanced smart betas

Perfect for early-career quantitative investors and analysts, traders, and market data professionals, The Quantamental Revolution is also an essential read for portfolio managers interested in improving their investment processes. The engaging anecdotal vignettes coupled with academic rigor provide the reader with an authentic front row seat to the evolution of Quantamental investing on Wall Street over the past three decades.

Idézet:? The Quantamental Revolution Fa Milind Sharma.epub (Milind Sharma (2026) (49.74 MB)
? The Quantamental Revolution Fa Milind Sharma.pdf (Milind Sharma (2026) (22.22 MB)