Factor Models and Types of Factors
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01. Intro to Lesson
02. What is a Factor Model?
03. Factor Returns as Latent Variables
04. Terminology
05. Factor Model Assumptions
06. Covariance Matrix Using a Factor Model
07. Factor Models in Quant Finance
08. Risk Factors v. Alpha Factors
09. Risk Factors v. Alpha Factors part 2
10. Risk Factors v. Alpha Factors part 3
11. Risk Factors v. Alpha Factors part 4
12. How an alpha factor becomes a risk factor part 1
13. How an alpha factor becomes a risk factor part 2
14. Momentum or Reversal
15. Price-Volume Factors
16. Volume Factors
17. Fundamentals
18. Fundamental Ratios
19. Event-Driven Factors
20. Index Changes
21. Pre and Post Event
22. Analyst Ratings
23. Alternative Data
24. Sentiment Analysis on News and Social Media
25. NLP used to enhance Fundamental Analysis
26. Other Alternative Data
27. Summary
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06. Covariance Matrix Using a Factor Model
M4 L1B 05 Covariance Matrix Using Factor Model V3
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