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QuantSeeker
@quantseeker
Quant research on investing, macro, and trading. PhD. Ex systematic hedge fund and academic. For information and education, not investment advice.
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Apr 28, 2023
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4 tweets
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3 min read
Enjoy 6 sets of excellent lecture notes on Big Data Asset Pricing prepared by Lasse H Pedersen (AQR, Copenhagen Business School)
Some of the topics covered: Factor construction, multiple testing, machine learning, predictability,....
#lecturenotes
#finance
Here we go: ->🧵 Lecture 1: A Primer on Asset Pricing
papers.ssrn.com/sol3/papers.cf…
Lecture 2: A Primer on Empirical Asset Pricing
papers.ssrn.com/sol3/papers.cf…
