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    Home Tags Price factors

    Tag: price factors

    Finding (latent) trading factors
    Quantitative Methods

    Finding (latent) trading factors

    Editor -
    June 3, 2023
    0
    Equity convexity and gamma strategies
    Macro Trends

    Equity convexity and gamma strategies

    Editor -
    April 2, 2022
    0
    How to estimate factor exposure, risk premia, and discount factors
    Quantitative Methods

    How to estimate factor exposure, risk premia, and discount factors

    Editor -
    January 22, 2022
    0
    Fundamental value strategies
    Fundamental Value

    Fundamental value strategies

    Editor -
    November 13, 2021
    0
    Risk premia in energy futures markets
    Implicit Subsidy

    Risk premia in energy futures markets

    Editor -
    September 18, 2021
    0
    Machine learning for portfolio diversification
    Quantitative Methods

    Machine learning for portfolio diversification

    Editor -
    August 7, 2021
    0
    Accounting data as investment factors
    Fundamental Value

    Accounting data as investment factors

    Editor -
    July 24, 2021
    0
    Markets’ neglect of macro news
    Fundamental Value

    Markets’ neglect of macro news

    Editor -
    June 12, 2021
    0
    Factor timing
    Implicit Subsidy

    Factor timing

    Editor -
    April 18, 2020
    0
    The basics of low-risk strategies
    Implicit Subsidy

    The basics of low-risk strategies

    Editor -
    March 28, 2020
    0
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