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The Resource Quantitative investing : from theory to industry, Lingjie Ma

Quantitative investing : from theory to industry, Lingjie Ma

Label
Quantitative investing : from theory to industry
Title
Quantitative investing
Title remainder
from theory to industry
Statement of responsibility
Lingjie Ma
Creator
Author
Subject
Language
eng
Summary
This book provides readers with a systematic approach to quantitative investments and bridges the gap between theory and practice, equipping students to more seamlessly enter the world of industry. A successful quantitative investment strategy requires an individual to possess a deep understanding of the financial markets, investment theories and econometric modelings, as well as the ability to program and analyze real-world data sets. In order to connect finance theories and practical industry experience, each chapter begins with a real-world finance case study. The rest of the chapter introduces fundamental insights and theories, and teaches readers to use statistical models and R programming to analyze real-world data, therefore grounding the learning process in application. Additionally, each chapter profiles significant figures in investment and quantitative studies, so that readers can more fully understand the history of the discipline. This volume will be particularly useful to advanced students and practitioners in finance and investments
Cataloging source
YDX
http://library.link/vocab/creatorName
Ma, Lingjie
Dewey number
332.6015118
Index
index present
LC call number
HG4515.2
LC item number
.M32 2020
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/subjectName
Investments
Label
Quantitative investing : from theory to industry, Lingjie Ma
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Intro -- Preface -- Contents -- About the Author -- 1 Introduction -- 1.1 Can You Outperform the Market? -- 1.1.1 Why Is It So Challenging to Beat the Market? -- 1.1.2 Conditions for Persistent Outperformance -- 1.2 What Is Quantitative Investing? -- 1.2.1 History of Quantitative Investing -- 1.2.2 Quantitative Versus Fundamental Investing -- 1.2.3 The Quantitative Investment Process -- 1.2.4 Quantitative Investing: Information and Data -- 1.3 Hall of Fame: A Century of Modern Investment Theory -- 1.4 Quantitative Methods -- 1.5 Industry Insights -- 1.6 Data Analysis Using R
  • 1.6.1 R Installation -- 1.6.2 R Basics -- References -- 2 Is the Current US Stock Market Overvalued? Univariate Analysis -- 2.1 The US Stock Market and the S&P 500: 1950-2018 -- 2.1.1 Performance Measurement: Return, Risk, Annualization -- 2.1.2 Why Do Corporations Issue Stocks? -- 2.2 Investment Is a Science: Benjamin Graham (1894-1976) -- 2.2.1 Investment Versus Speculation -- 2.2.2 Value Investing -- 2.3 How Can We Evaluate the Current US Stock Market? -- 2.3.1 Annual Performance -- 2.3.2 Historical Perspective: Business Cycles -- 2.3.3 Company Valuation: P/E
  • 2.4 Univariate Analysis: The Four Moments, Density, and CDF -- 2.4.1 Random Variable: Stock Price Movement -- 2.4.2 The Four Moments -- 2.4.3 Density Function and CDF -- 2.4.4 Uniform Distribution and Normal Distribution -- 2.4.4.1 Uniform Distribution -- 2.4.4.2 Normal Distribution -- 2.5 Univariate Analysis: Hypothesis Testing -- 2.5.1 Student's t-Test -- 2.5.2 Hypothesis Testing, Type I Error, and Type II Error -- 2.5.2.1 Type I Error and Type II Error -- 2.5.2.2 Hypothesis Testing -- 2.5.3 Is the Current US Stock Market Overvalued?
  • 2.6 Industry Insights: Distribution, Outliers, and Treatment -- 2.6.1 Asset Returns and Their Distribution -- 2.6.2 Outliers: A Systematic Approach to Detectionand Treatment -- 2.7 IntroductiontoR: ImportingData,Simple Calculations, and Plots -- 2.7.1 Importing Data and Simple Calculations -- 2.7.2 Simple Plots -- Keywords, Problems, and Family Project -- References -- 3 What Is the Relationship Between the Chinese and US Stock Markets? Bivariate Analysis -- 3.1 Introduction to the Chinese Stock Market -- 3.1.1 Global Equity Markets: Developed, Emerging,and Frontier
  • 3.1.1.1 Developed Stock Markets -- 3.1.1.2 Emerging Stock Markets -- 3.1.1.3 Frontier Stock Markets -- 3.1.2 Emergence and Development of the ChineseStock Market -- 3.2 Special Features of the Chinese Stock Market -- 3.2.1 Rapid Growth -- 3.2.2 Market Participants: State-Owned Public Companies and Individual Investors -- 3.2.3 Investment Behavior: Short-Term Speculation -- 3.2.4 Market Performance: Short-Term Bullish and Long-Term Bearish -- 3.2.5 Laws, Rules, and Regulation -- 3.2.5.1 Stock Halting -- 3.2.5.2 Caps on Price Changes -- 3.2.5.3 Day Trading Ban, Maximum Order Size, and Short Selling
Dimensions
unknown
Extent
1 online resource
File format
unknown
Form of item
online
Isbn
9783030472023
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
  • 10.1007/978-3-030-47
  • 10.1007/978-3-030-47202-3
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • on1195921649
  • (OCoLC)1195921649
Label
Quantitative investing : from theory to industry, Lingjie Ma
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Intro -- Preface -- Contents -- About the Author -- 1 Introduction -- 1.1 Can You Outperform the Market? -- 1.1.1 Why Is It So Challenging to Beat the Market? -- 1.1.2 Conditions for Persistent Outperformance -- 1.2 What Is Quantitative Investing? -- 1.2.1 History of Quantitative Investing -- 1.2.2 Quantitative Versus Fundamental Investing -- 1.2.3 The Quantitative Investment Process -- 1.2.4 Quantitative Investing: Information and Data -- 1.3 Hall of Fame: A Century of Modern Investment Theory -- 1.4 Quantitative Methods -- 1.5 Industry Insights -- 1.6 Data Analysis Using R
  • 1.6.1 R Installation -- 1.6.2 R Basics -- References -- 2 Is the Current US Stock Market Overvalued? Univariate Analysis -- 2.1 The US Stock Market and the S&P 500: 1950-2018 -- 2.1.1 Performance Measurement: Return, Risk, Annualization -- 2.1.2 Why Do Corporations Issue Stocks? -- 2.2 Investment Is a Science: Benjamin Graham (1894-1976) -- 2.2.1 Investment Versus Speculation -- 2.2.2 Value Investing -- 2.3 How Can We Evaluate the Current US Stock Market? -- 2.3.1 Annual Performance -- 2.3.2 Historical Perspective: Business Cycles -- 2.3.3 Company Valuation: P/E
  • 2.4 Univariate Analysis: The Four Moments, Density, and CDF -- 2.4.1 Random Variable: Stock Price Movement -- 2.4.2 The Four Moments -- 2.4.3 Density Function and CDF -- 2.4.4 Uniform Distribution and Normal Distribution -- 2.4.4.1 Uniform Distribution -- 2.4.4.2 Normal Distribution -- 2.5 Univariate Analysis: Hypothesis Testing -- 2.5.1 Student's t-Test -- 2.5.2 Hypothesis Testing, Type I Error, and Type II Error -- 2.5.2.1 Type I Error and Type II Error -- 2.5.2.2 Hypothesis Testing -- 2.5.3 Is the Current US Stock Market Overvalued?
  • 2.6 Industry Insights: Distribution, Outliers, and Treatment -- 2.6.1 Asset Returns and Their Distribution -- 2.6.2 Outliers: A Systematic Approach to Detectionand Treatment -- 2.7 IntroductiontoR: ImportingData,Simple Calculations, and Plots -- 2.7.1 Importing Data and Simple Calculations -- 2.7.2 Simple Plots -- Keywords, Problems, and Family Project -- References -- 3 What Is the Relationship Between the Chinese and US Stock Markets? Bivariate Analysis -- 3.1 Introduction to the Chinese Stock Market -- 3.1.1 Global Equity Markets: Developed, Emerging,and Frontier
  • 3.1.1.1 Developed Stock Markets -- 3.1.1.2 Emerging Stock Markets -- 3.1.1.3 Frontier Stock Markets -- 3.1.2 Emergence and Development of the ChineseStock Market -- 3.2 Special Features of the Chinese Stock Market -- 3.2.1 Rapid Growth -- 3.2.2 Market Participants: State-Owned Public Companies and Individual Investors -- 3.2.3 Investment Behavior: Short-Term Speculation -- 3.2.4 Market Performance: Short-Term Bullish and Long-Term Bearish -- 3.2.5 Laws, Rules, and Regulation -- 3.2.5.1 Stock Halting -- 3.2.5.2 Caps on Price Changes -- 3.2.5.3 Day Trading Ban, Maximum Order Size, and Short Selling
Dimensions
unknown
Extent
1 online resource
File format
unknown
Form of item
online
Isbn
9783030472023
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
  • 10.1007/978-3-030-47
  • 10.1007/978-3-030-47202-3
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • on1195921649
  • (OCoLC)1195921649

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