Quantamental Investment

Lingjie Ma
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Lingjie Ma: University of Illinois at Chicago

Chapter Chapter 9 in Quantitative Investing, 2020, pp 405-451 from Springer

Abstract: Abstract In this chapter, we introduce quantamental investment—a frontier investment approach that emerged following the financial crisis of 2008. Quantamental investment combines fundamental and quantitative analysis to try to achieve both depth and breadth. We provide a heuristic definition of quantamental investment, explore how to conduct quantamental investment, and discuss important factors for successful quantamental investments such as team building and corporate culture. In the section on industry insights, we illustrate in detail how to employ a quantamental approach to build a Japanese stock selection strategy. In the R section, we discuss surveying with R.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-47202-3_9

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DOI: 10.1007/978-3-030-47202-3_9

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