tricuspid-valve 发表于 2025-3-21 16:37:35

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hedonic 发表于 2025-3-21 20:49:51

How to Construct a Stock Selection Strategy: Multi-Factor Analysis,conditions of OLS estimates. Regarding industry insights, we show, using the Russell 1000 security level data, how to construct a multi-factor alpha model for a large-cap core stock selection portfolio. For R programming, we introduce commonly used utility functions in quantitative investing.

擦掉 发表于 2025-3-22 04:18:27

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braggadocio 发表于 2025-3-22 08:14:25

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杀人 发表于 2025-3-22 08:57:13

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白杨鱼 发表于 2025-3-22 15:58:58

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assent 发表于 2025-3-22 20:00:21

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compose 发表于 2025-3-22 23:07:16

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门窗的侧柱 发表于 2025-3-23 03:23:37

Is the Current US Stock Market Overvalued? Univariate Analysis,the concepts of four moments, density and cumulative distribution functions, and hypothesis testing. We present two important figures: Benjamin Graham on investment and Student (William Sealy Gosset) on univariate analysis. We show nonnormality of asset returns and present an industry approach to ou

Bmd955 发表于 2025-3-23 06:28:38

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查看完整版本: Titlebook: Quantitative Investing; From Theory to Indus Lingjie Ma Textbook 2020 Springer Nature Switzerland AG 2020 quantitative.investing.R-programm