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- Factor Investing & Asset Allocation Factor Investing is a popular investment approach consisting of finding quantifiable attributes of companies that are associated with their future performance for a given period of time. This factors can then be used to construct a portfolio that goes long the top stocks and short the bottom ones in order to profit from the spread between the two groups. On the other hand, Asset Allocation refers to strategies that attempt to balance risk/reward according to an investor's risk tolerance by dynamically allocating among different asset classes equities, fixed-income, cash equivalents that behave differently over time.
- Momentum Momentum trading refers to a general class of strategies which attempt to identify and exploit existing trends. The general assumption is that securities going up will continue to go up and securities going down will continue to go down. In this collection of algorithms, we explore this market anomaly in both Absolute individual momentum and Relative cross-sectional momentum terms, as well as the so called Dual Momentum capitalizing on the combination of the two.
- QC Framework Modules
