How to transform data into factors

Based on a conceptual understanding of key factor categories, their rationale and popular metrics, a key task is to identify new factors that may better capture the risks embodied by the return drivers laid out previously, or to find new ones. In either case, it will be important to compare the performance of innovative factors to that of known factors to identify incremental signal gains.

..................Content has been hidden....................

You can't read the all page of ebook, please click here login for view all page.
Reset
18.188.40.207