smq/directoryAn evolving quant resource archive
Back to directoryResource
All about Factor Investing thumbnail

All about Factor Investing

Video

by QuantInsti Quantitative Learning

Tags
factorsquantitative financesystematic portfoliosyoutube playlist

Access resource

Open original source Find related lessons

Continue on SelfMadeQuant

Build the foundations

Suggested foundations for asset pricing and factor research. Specialist prerequisites vary by resource.

Before you read

  1. Linear Regression

    Interpret exposures, residuals and uncertainty in fitted coefficients.

  2. Financial Return Characteristics

    Work with returns and recognise their empirical limitations.

Go further

  1. Factor construction

    Connect factor definitions to portfolio construction.

  2. Time-series and cross-sectional tests

    Distinguish exposure estimation from tests of expected returns.

Explore a related reading path

Lesson links open public previews. Access to full lessons depends on the topic and your membership.

Explore Empirical Asset Pricing and Factor Investing

Keep exploring

Related resources

More ideas from similar topics.

6

From the same author

QuantInsti Quantitative Learning

2