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Quantitative Finance Club @ UCF
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Factor Models

Use factor models to explain returns, measure portfolio exposures, and construct systematic strategies.

Prerequisites: None; familiarity with calculating and interpreting returns, correlation, and basic regression is helpful

  • Systematic and idiosyncratic risk
  • Beta, alpha, and multifactor models
  • Size, value, momentum, quality, and low-volatility factors
  • Factor premiums, exposures, and model limitations