Quantitative Investing by Lingjie Ma at Bookstore UAE
Quantitative Investing

Quantitative Investing


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About the Book

- Introduction. - Is the Current US Stock Market Overvalued? Univariate Analysis. - What Is the Relationship Between the Chinese and US Stock Markets? Bivariate Analysis. - Howto Construct a Stock Selection Strategy: Multi-Factor Analysis. - More on Stock Selection Strategy: Alpha Hunting, Risk Adjustment, and Nonparametric Diagnostics. - Howto ForecastCommodity Price Movements: Time Series Models. - Portfolio Construction: From Alpha/Risk to Portfolio Weights. - Quantitative Investing with Tail Behavior-A Distributional Approach. - Quantamental Investment.
About the Author:

Dr. Lingjie Ma has 15 years of experience developing global multi-asset investment strategies. He has worked as both a head of research and as a portfolio manager in the investment industry, overseeing full-spectrum investment process and business management. He joined the University of Illinois at Chicago in 2016 as a clinical associate professor in finance. Dr. Ma is a frequent public speaker on quantitative investing and quantamental strategies.


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Product Details
  • ISBN-13: 9783030472016
  • Publisher: Springer International Publishing
  • Publisher Imprint: Springer
  • Height: 234 mm
  • No of Pages: 455
  • Spine Width: 27 mm
  • Weight: 888 gr
  • ISBN-10: 3030472019
  • Publisher Date: 08 Sep 2020
  • Binding: Hardback
  • Language: English
  • Returnable: Y
  • Sub Title: From Theory to Industry
  • Width: 156 mm


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