Complete recording
presentation slides
Recommended resources
- “Quantitative Momentum: A Practitioner’s Guide to Building Momentum-Based Stock Picking SystemsWesley R. Gray and Jack R. Vogel (2016)
- “Quantitative Investing in Stocks: Techniques and StrategiesFrank J. Fabozzi, Sergio M. Focardi, Caroline Jonas (2010)
- “active equity managementWritten by Zhou Xinfeng (2017)
- “Quantitative Value: A Practitioner’s Guide to Automating Intelligent Investments and Eliminating Behavioral ErrorsWesley R. Gray and Tobias E. Carlisle (2012)
- “Advances in financial machine learning” Marcos Lopez de Prado (2018)
- “Introduction to Quantitative FinanceStephen Bryce (2013)
- “Handbook of stock market anomalies: transforming market inefficiencies into effective investment strategies” Leonard Sachs (2011)
About sessions
This section explains the concept of factor investing and different types of factor investing strategies. This includes a comparison of passive and active investments and due diligence considerations. It also covers the application of quantitative techniques such as mathematical modeling and data analysis for factor analysis.
Session overview
- What is Quant Factor Investing?
- Advantages of factor investing
- How factor investing works
- Common quantitative factor investing strategies
- Applications of quantitative factor investing
- Key Considerations for Quant Factor Investing
- Interactive Q&A
prerequisite
- Basic knowledge of investment and trading terminology.
About the speaker
Varun Kumar Pothula, Quantitative Analyst at QuantInsti
![Varun Kumar Potula](https://d1rwhvwstyk9gu.cloudfront.net/2022/12/Varun-Pothula.png)
Varun holds a master’s degree in financial engineering. He has worked as a trader, a global macro analyst, and a strategist for his trading algo. Currently in the Content & Research team at QuantInsti where he works as a Quants analyst. His contributions help him create products for learners in the field of Algorithms & Quants trading.
This webinar was held at:
Tuesday, February 28, 2023
8:30 AM EST | 7:00 PM IST | 9:30 PM SGT