Quant and factor investing
An advanced course on systematic, rules-based investing: what a factor is, how value, momentum, quality, and size have historically shaped returns across large groups of stocks, and how to backtest and use factor-based ETFs without pretending the past is a guarantee.
What quant investing means
Locked until the prerequisite course is complete.
What a factor actually is
Locked until the prerequisite course is complete.
The value factor
Locked until the prerequisite course is complete.
The momentum factor
Locked until the prerequisite course is complete.
The size factor
Locked until the prerequisite course is complete.
The quality factor
Locked until the prerequisite course is complete.
Combining factors: multi-factor investing
Locked until the prerequisite course is complete.
Backtesting and its pitfalls
Locked until the prerequisite course is complete.
Factor investing in practice: smart-beta funds and ETFs
Locked until the prerequisite course is complete.
The limits of quant and factor investing
Locked until the prerequisite course is complete.