Library
Chapter 8
Financial Feature Engineering
Curated summaries of the key literature behind this chapter — the findings, the methods, and how to put them to work.
20 referenced in this chapter
60 further reading
This chapter Library is for Research-to-Production students
R2P students unlock curated summaries of every key paper behind this chapter — the core findings, the methods, and how to apply them — plus resources we keep adding over time.
Continuous Auctions and Insider Trading
The Elements of Quantitative Investing
Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers
Advances in Financial Machine Learning
The Extreme Value Method for Estimating the Variance of the Rate of Return
plus 75 more references inside