Alpha Factor Research Methods
Back to Home
01. Case Studies Intro
02. install libraries
03. Overnight Returns Abstract
04. Overnight Returns Possible Alpha Factors
05. Overnight Returns Data, Universe, Methods
06. Overnight Returns: Methods: Quantile Analysis
07. Overnight Returns exercise
08. Winners and Losers in Momentum Investing
09. Winners and Losers: Accelerated and Decelerated Gains and Losses
10. Winners and Losers: approximating curves with polynomials
11. Winners and Losers Content Quiz
12. Winners and Losers: Creating a joint factor
13. Winners and Losers in Momentum Exercise
14. Skewness and Momentum: Attentional Bias
15. Skewness and Momentum: Defining Skew
16. Skewness and Momentum: Momentum Enhanced or weakened by Skew
17. Skewness and Momentum: Conditional Factor
18. iVol: Value and Idiosyncratic volatility Overview
19. iVol: Arbitrage and Efficient Pricing of Stocks
20. iVol: Arbitrage Risk
21. iVol: Idiosyncratic Volatility
22. iVol: Value, Fundamental or Discretionary Investing
23. iVOL: Quantamental Investing
24. iVol: Joint Factor: Volatility Enhanced Price Earnings Ratio
25. iVol: Generalizing the volatility Factor
26. Summary
27. Interlude
Back to Home
05. Overnight Returns Data, Universe, Methods
M4 L3b 04 Overnight Returns Data Universe Methods V2
Next Concept