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Augment your asset allocation strategy with machine learning and factor investing for unprecedented returns and growthWhether you're managing institutional portfolios or private wealth,
Quantitative Asset Management will open your eyes to a new, more successful way of investing-one that harnesses the power of big data and artificial intelligence.
This innovative guide walks you through everything you need to know to fully leverage these revolutionary tools. Written from the perspective of a seasoned financial investor making use of technology, it details proven investing methods, striking a rare balance between providing important technical information without burdening you with overly complex investing theory.
Quantitative Asset Management is organized into four thematic sections:
- Part I reveals invaluable lessons for planning and governance of investment decision-making.
- Part 2 discusses quantitative financial modeling, covering important topics like overfitting, mitigating unrealistic assumptions, managing substitutions, enhancing minority classes, and missing data imputation.
- Part 3 shows how to develop a strategy into an investment product, including the alpha models, risk models, implementation, backtesting, and cost optimization.
- Part 4 explains how to measure performance, learn from mistakes, manage risk, and survive financial tragedies.
With
Quantitative Asset Management, you have everything you need to build your awareness of other markets, ask the right questions and answer them effectively, and drive steady profits even through times of great uncertainty.
About the author
Michael Robbins is the Chief Investment Officer of a large investment firm. This is his sixth CIO appointment, including one for a bank with 81/2 million clients. He has managed pensions, endowments, family offices and was the Chief Risk Officer for the State of Utah's systems. Michael sits on private equity boards of directors and he is a professor at Columbia University, where he teaches quantitative investing including graduate classes in Global Macroeconomic Tactical Asset Allocation (GTAA) and Environmental, Social, and Governance (ESG) Investing.
