Quantitative Asset Management: Factor Investing and Machine Learning for Institutional Investing

Whether you are managing institutional portfolios or private wealth, augment your asset allocation strategy with machine learning and factor investing for unprecedented returns and growth

In a straightforward and unambiguous fashion, Quantitative Asset Management shows how to take join factor investing and data science¿machine learning and applied to big data. Using instructive anecdotes and practical examples, including quiz questions and a companion website with working code, this groundbreaking guide provides a toolkit to apply these modern tools to investing and includes such real-world details as currency controls, market impact, and taxes. It walks readers through the entire investing process, from designing goals to planning, research, implementation, and testing, and risk management. Inside, you¿ll find:

• Cutting edge methods married to the actual strategies used by the most sophisticated institutions
• Real-world investment processes as e