A Quantamental Walk down Wall Street Format: ED
Sharma, Milind
Sold by INDOO, Avenel, NJ, U.S.A.
AbeBooks Seller since 9 August 2004
New - Hardcover
Condition: New
Ships within U.S.A.
Quantity: Over 20 available
Add to basketSold by INDOO, Avenel, NJ, U.S.A.
AbeBooks Seller since 9 August 2004
Condition: New
Quantity: Over 20 available
Add to basketA 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:
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.
MILIND SHARMA is Founder of QuantZ Capital and its research arm, QMIT, with over thirty years of quant experience. He has led and advised hedge funds, mutual funds, and proprietary trading desks at Deutsche Bank, RBC Capital Markets, and Merrill Lynch Investment Managers (now BlackRock). His work has been associated with award-winning investment strategies. He has published and lectured extensively in addition to founding New York's premier quant society. His educational background includes Oxford, Carnegie Mellon, Vassar, UWC, and Wharton.
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