Factor investing has become a cornerstone of modern quantitative finance, offering systematic approaches to portfolio construction and alpha generation. This introduction synthesises the theoretical underpinnings and mathematical frameworks of factor models, including CAPM, APT, and the Fama-French multifactor models. It further explores alpha-enhancing strategies such as factor timing, signal weighting, and robust risk management techniques.

Poker does not have to be gambling. It is a game of skill, psychology and, best of all, mathematics.

Coming soon... (expected publish date 20th September)