Nonlinear Investing A Quantamental Approach
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Nonlinear Investing A Quantamental Approach
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Author : Lingjie Ma
language : en
Publisher: Springer Nature
Release Date : 2025-01-10
Nonlinear Investing A Quantamental Approach written by Lingjie Ma and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-01-10 with Business & Economics categories.
This book focuses on nonlinear investing with a quantamental approach. Pricing relationships in financial markets are often nonlinear, which raises serious questions for portfolio management: How can we characterize nonlinear patterns in asset pricing? Why do such nonlinear patterns occur and in what contexts? How can we know whether such relationships will persist in the future? And how much is the value added by a nonlinear over a linear model? These questions cannot be answered by piecing together fundamental prospects based on personal experience and preference, which can be biased, or by torturing the data to make it confess whatever we want (particularly big data, which allows more freedom for data mining). Rather, nonlinear investing should rely on both fundamental insights and quantitative analysis: the former ensures that similar nonlinear patterns will occur in the future and the latter validates the nonlinear pattern with historical data. In this way, quant marries fundamental: a quantamental approach! The book provides a systematic guide to conducting nonlinear investing through quantamental analysis. The author demonstrates how nonlinear investment strategies, achieving both depth and breadth, add significant value to portfolio performance for different asset classes. The primary audience for this book is senior professional investors and quant/fundamental investment shops who look for new ideas to enhance their existing products or develop new products. The book will also be helpful to finance faculty and graduate students who are interested in frontier industry practices.
Quantitative Investing
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Author : Lingjie Ma
language : en
Publisher: Springer Nature
Release Date : 2020-09-07
Quantitative Investing written by Lingjie Ma and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-09-07 with Business & Economics categories.
This book provides readers with a systematic approach to quantitative investments and bridges the gap between theory and practice, equipping students to more seamlessly enter the world of industry. A successful quantitative investment strategy requires an individual to possess a deep understanding of the financial markets, investment theories and econometric modelings, as well as the ability to program and analyze real-world data sets. In order to connect finance theories and practical industry experience, each chapter begins with a real-world finance case study. The rest of the chapter introduces fundamental insights and theories, and teaches readers to use statistical models and R programming to analyze real-world data, therefore grounding the learning process in application. Additionally, each chapter profiles significant figures in investment and quantitative studies, so that readers can more fully understand the history of the discipline. This volume will be particularly useful to advanced students and practitioners in finance and investments.
Quantamental Investing
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Author : Qiwei Shi Hans Kullberg
language : en
Publisher:
Release Date : 2017-09-09
Quantamental Investing written by Qiwei Shi Hans Kullberg and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-09-09 with categories.
The World of Investing has increasingly become a competitive field with evermore resources being allocated to chasing fewer market opportunities. The experimental Quantitative Easing policies of Global Central Banks combined with a Global Zero-Interest Rate Policy for almost a decade has driven investors to hunt for returns using innovative approaches. The strategic deployment of Big Data has enabled investors to analyze extremely large data sets in revealing patterns, trends, and associations, especially relating to human behavior and interactions in markets. An astute investment strategy should have a unique perspective on the current market environment and wholly understand why certain patterns are occurring or which catalysts may derail an otherwise resilient strategy. By utilizing a hybrid combination of systematic processing of Big Data and pattern recognition along with a fundamental overlay approach of understanding the global macro and political economy, one can harness a market edge disparate from experts in each domain individually. That is the very definition of a "market edge" - finding a unique way of viewing the world and deploying a strategy that cannot be arbitraged away or replicated by a competitor. That is why we believe in Quantamental Investing as a superior strategy to navigate the increasingly hyper-competitive investment landscape and build robust returns. This book will reveal just a few insights ranging from seasonal patterns and statistical anomalies to market behaviors and characteristics that can easily be revealed through the utilization of Big Data. These simple studies contained in this book are just a small snippet of the potential power of Big Data, helping to build a savvy investor's market intelligence, navigate an increasingly competitive financial landscape and capitalize on investment opportunities through the Power of Quantamental Investing.