The Quant / Financial Engineering Podcast
The Quant / Financial Engineering Podcast
Patrick J Zoro
Multi-Factor Investing Model with Asim Turk
11 minutes Posted Aug 30, 2023 at 12:30 am.
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11:52
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Show notes
Professor Zoro speaks with Asim Turk, MFE about the Multi-Factor Investing Model Asim has been working on. In additional to Multi Factor, various aspects of the project are being addressed such as Pandas - data manipulation for stocks and factor returns
Scikit-learn - multiple linear regression for stock returns and factor returns
Pulp - linear programming Library for Optimization
Tableu - visualization of the result
Asim Turk is a Master in Financial Engineering
https://www.linkedin.com/in/asim-turk-b3975517a/
Patrick Zoro
https://www.linkedin.com/in/patrick-z-08bb5b5a/
Lehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering