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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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Investment involves risks. Past performance is not indicative of future performance. The information contained in this website is provided for reference only and does not constitute any investment advice. Investors are advised to seek independent advice before making any investment decision. Please refer to the relevant offering documents for details including the risk factors before making any investment decisions. This web page is published by Robeco Hong Kong Limited and has not been reviewed by the Securities and Futures Commission.