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Wednesday, June 19, 2024

Introduction to Quantitative Factor Investing

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Complete Recording

Presentation slides

Suggested resources

  • Quantitative Momentum: A Practitioner’s Guide to Building a Momentum-Based Stock Selection System” by Wesley R. Gray and Jack R. Vogel (2016)
  • Quantitative Equity Investing: Techniques and Strategies” by Frank J. Fabozzi, Sergio M. Focardi, and Caroline Jonas (2010)
  • Active Equity Management” by Xinfeng Zhou (2017)
  • Quantitative Value: A Practitioner’s Guide to Automating Intelligent Investment and Eliminating Behavioral Errors” by Wesley R. Gray and Tobias E. Carlisle (2012)
  • Advances in Financial Machine Learning” by Marcos Lopez de Prado (2018)
  • An Introduction to Quantitative Finance” by Stephen Blyth (2013)
  • The Handbook of Equity Market Anomalies: Translating Market Inefficiencies into Effective Investment Strategies” by Leonard Zacks (2011)

About the Session

This section covers the concept of factor investing and different types of factor investing strategies including a discussion of passive vs active investing and due diligence considerations. It also covers the application of quantitative methods such as mathematical modelling and data analysis for factor analysis.

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Session Outline

  • What is Quantitative Factor Investing?
  • Benefits of Factor Investing
  • How Does Factor Investing Work?
  • Common Quantitative Factor Investing Strategies
  • Applications of Quantitative Factor Investing
  • Key Considerations for Quantitative Factor Investing
  • Interactive Q&A


  • Basic familiarity with investment and trading terminology.

About the Speaker

Varun Kumar Pothula (Quantitative Analyst at QuantInsti)

varun kumar pothula

Varun holds a Masters degree in Financial Engineering. He has experience working as a trader, a global macro analyst, and also an algo trading strategist. Currently, working in the Content & Research Team at QuantInsti as a Quantitative Analyst, his contributions help in creating offerings for learners in the domain of algorithmic & quantitative trading.

This webinar was conducted on:
Tuesday, February 28, 2023
8:30 AM EST | 7:00 PM IST | 9:30 PM SGT

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