Quantity, Risk, and Return

By Yu An, Yinan Su, Chen Wang

Published 2025-02-17

Everscope rating

1521.5

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Beta Times Quantity (BTQ) Model. Problem types: Regression, Time Series Forecasting, Dimensionality Reduction, Factor Selection, Cross-Sectional Asset Pricing.

arXiv:2609.05162 · Paper rankings

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