國立虎尾科技大學 |

Nonlinear investing = a quantamental approach /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Nonlinear investing/ by Lingjie Ma.
其他題名:	a quantamental approach /
作者:	Ma, Lingjie.
出版者:	Cham :Springer Nature Switzerland : : 2025.,
面頁冊數:	xvii, 340 p. :ill., digital ; : 24 cm.;
Contained By:	Springer Nature eBook
標題:	Multivariate Analysis. -
電子資源:	https://doi.org/10.1007/978-3-031-76305-2
ISBN:	9783031763052

Nonlinear investing = a quantamental approach /
Ma, Lingjie.

Nonlinear investinga quantamental approach /[electronic resource] :by Lingjie Ma. - Cham :Springer Nature Switzerland :2025. - xvii, 340 p. :ill., digital ;24 cm.

Chapter 1 Introduction -- Chapter 2 Quantamental Analysis -- Chapter 3 Nonlinear Factor Effects on Returns -- Chapter 4 Nonlinear Alpha Modeling -- Chapter 5 Tail Portfolios -- Chapter 6 Nonlinear Investing: Japan Stock Selection Strategy -- Chapter 7 Nonlinear Investing: Currency -- Chapter 9 Nonlinear Investing: Commodity -- Index.

This book focuses on nonlinear investing with a quantamental approach. Pricing relationships in financial markets are often nonlinear, which raises serious questions for portfolio management: How can we characterize nonlinear patterns in asset pricing? Why do such nonlinear patterns occur and in what contexts? How can we know whether such relationships will persist in the future? And how much is the value added by a nonlinear over a linear model? These questions cannot be answered by piecing together fundamental prospects based on personal experience and preference, which can be biased, or by torturing the data to make it confess whatever we want (particularly big data, which allows more freedom for data mining). Rather, nonlinear investing should rely on both fundamental insights and quantitative analysis: the former ensures that similar nonlinear patterns will occur in the future and the latter validates the nonlinear pattern with historical data. In this way, quant marries fundamental: a quantamental approach! The book provides a systematic guide to conducting nonlinear investing through quantamental analysis. The author demonstrates how nonlinear investment strategies, achieving both depth and breadth, add significant value to portfolio performance for different asset classes. The primary audience for this book is senior professional investors and quant/fundamental investment shops who look for new ideas to enhance their existing products or develop new products. The book will also be helpful to finance faculty and graduate students who are interested in frontier industry practices.

ISBN: 9783031763052

Standard No.: 10.1007/978-3-031-76305-2doiSubjects--Topical Terms:

563891
Multivariate Analysis.

LC Class. No.: HG4521

Dewey Class. No.: 332.6

Nonlinear investing = a quantamental approach /
LDR:02957nam a2200349 a 4500 001 1161484
003 DE-He213
005 20250111115235.0
006 m d
007 cr nn 008maaau
008 251029s2025 sz s 0 eng d
020 $a 9783031763052 $q (electronic bk.)
020 $a 9783031763045 $q (paper)
024 7 $a 10.1007/978-3-031-76305-2 $2 doi
035 $a 978-3-031-76305-2
040 $a GP $c GP
041 0 $a eng
050 4 $a HG4521
072 7 $a PBT $2 bicssc
072 7 $a K $2 bicssc
072 7 $a BUS061000 $2 bisacsh
072 7 $a PBT $2 thema
072 7 $a K $2 thema
082 0 4 $a 332.6 $2 23
090 $a HG4521 $b .M111 2025
100 1 $a Ma, Lingjie. $e author. $3 1319506
245 1 0 $a Nonlinear investing $h [electronic resource] : $b a quantamental approach / $c by Lingjie Ma.
260 $a Cham : $c 2025. $b Springer Nature Switzerland : $b Imprint: Springer,
300 $a xvii, 340 p. : $b ill., digital ; $c 24 cm.
505 0 $a Chapter 1 Introduction -- Chapter 2 Quantamental Analysis -- Chapter 3 Nonlinear Factor Effects on Returns -- Chapter 4 Nonlinear Alpha Modeling -- Chapter 5 Tail Portfolios -- Chapter 6 Nonlinear Investing: Japan Stock Selection Strategy -- Chapter 7 Nonlinear Investing: Currency -- Chapter 9 Nonlinear Investing: Commodity -- Index.
520 $a This book focuses on nonlinear investing with a quantamental approach. Pricing relationships in financial markets are often nonlinear, which raises serious questions for portfolio management: How can we characterize nonlinear patterns in asset pricing? Why do such nonlinear patterns occur and in what contexts? How can we know whether such relationships will persist in the future? And how much is the value added by a nonlinear over a linear model? These questions cannot be answered by piecing together fundamental prospects based on personal experience and preference, which can be biased, or by torturing the data to make it confess whatever we want (particularly big data, which allows more freedom for data mining). Rather, nonlinear investing should rely on both fundamental insights and quantitative analysis: the former ensures that similar nonlinear patterns will occur in the future and the latter validates the nonlinear pattern with historical data. In this way, quant marries fundamental: a quantamental approach! The book provides a systematic guide to conducting nonlinear investing through quantamental analysis. The author demonstrates how nonlinear investment strategies, achieving both depth and breadth, add significant value to portfolio performance for different asset classes. The primary audience for this book is senior professional investors and quant/fundamental investment shops who look for new ideas to enhance their existing products or develop new products. The book will also be helpful to finance faculty and graduate students who are interested in frontier industry practices.
650 2 4 $a Multivariate Analysis. $3 563891
650 2 4 $a Data and Information Visualization. $3 1366914
650 1 4 $a Statistics in Business, Management, Economics, Finance, Insurance. $3 1366003
650 0 $a Portfolio management. $3 557690
650 0 $a Investments. $3 557691
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer Nature eBook
856 4 0 $u https://doi.org/10.1007/978-3-031-76305-2
950 $a Mathematics and Statistics (SpringerNature-11649)