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 growthIn a straightforward and unambiguous fashion, Quantitative Asset Management shows how to join factor investing and data science―machine learning 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.