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The Quantamental Revolution: Factor Investing in the Age of Machine Learning
Hardcover
$89.00
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A 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 o...