Richard Tortoriello is the aerospace and defense analyst in the equity research division of Standard & Poor's and has also conducted numerous quantitative investment studies for the company. He is responsible for buy, sell, and hold recommendations on twenty-five aerospace- and defense-related stocks, including General Electric, Boeing, United Technologies, Lockheed Martin, and Honeywell. He has been interviewed numerous times for Bloomberg Television, CNBC, BBC TV, CNN, The Wall Street Journal, The New York Times, and The Washington Post.
Alpha, higher-than-expected returns generated by an investment strategy, is the holy grail of the investment world. Achieve alpha, and you've beaten the market on a risk-adjusted basis. Quantitative Strategies for Achieving Alpha was borne from equity analyst Richard Tortoriello's efforts to create a series of quantitative stock selection models for his company, Standard & Poor's, and produce a road map of the market from a quantitative point of view.
With this practical guide, you will gain an effective instrument that can be used to improve your investment process, whether you invest qualitatively, quantitatively, or seek to combine both. Each alpha-achieving strategy has been extensively back-tested using Standard & Poor's Compustat Point in Time database and has proven to deliver alpha over the long term. Quantitative Strategies for Achieving Alpha presents a wide variety of individual and combined investment strategies that consistently predict above-market returns. The result is a comprehensive investment mosaic that illustrates clearly those qualities and characteristics that make an investment attractive or unattractive. This valuable work contains:
發表於2025-02-26
Quantitative Strategies for Achieving Alpha 2025 pdf epub mobi 電子書 下載
“這本書是用數據來論證,盈利性、估值、現金流、成長性、資産配閤、價格動量、危險信號這七類基本麵及市場因子是如何影響未來股票的收益。” 重點在於1:數據論證的方法,2:七個基本麵和市場因子 PS:這本書的風格是:每張圖錶,配備一段文字解釋;一共3張圖標來解釋一個指標...
評分 評分本書更像是一本量化策略迴測報告書。本來初衷是想多瞭解一些如何評價多因子錶現的內容,好像並沒提到多少。同樣或許是因為年代略久,介紹的以單因子和雙因子為主。像目前動輒幾百上韆的私募産品因子庫,書裏也沒有涉及。 大篇幅的內容是在例舉七大類因子,包括各項基本麵因子,...
圖書標籤: quantitative 量化投資 金融工程 股票 Finance 金融 經濟金融 期貨
無法評論,基本麵分析感覺是另一番天地。讀瞭4章放棄瞭。
評分實習的時候應急救瞭一命。
評分學術性與文學性兼得,贊
評分無法評論,基本麵分析感覺是另一番天地。讀瞭4章放棄瞭。
評分實習的時候應急救瞭一命。
Quantitative Strategies for Achieving Alpha 2025 pdf epub mobi 電子書 下載