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    Quantitative Investing Glossary

    Active management Anomaly Behavioral finance Capital Asset Pricing Model Data mining Diversification over factors


    Downside risk Efficient (advanced) approach Enhanced indexing Evidence-based investing Factor investing Factor premium


    Factor optimization approach Factor-tilt approach Gradient descent LASSO regression Low volatility anomaly Low volatility ETF


    Low volatility factor Low volatility strategies Momentum factor Monitoring factor exposure Multi-factor model


    Norwegian Government Pension Fund Passive investing Quality-factor Quantitative research Random forest


    Risk due diligence approach Risk factor Shapley values Sharpe ratio Size factor


    Smart beta or alternative beta Systematic approach Traditional versus factor allocation Unrewarded risks Value factor


    Volatility



    More glossary terms

    Sustainable Investing Quantitative Investing Fixed income


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