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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 mutual funds 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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