Quantitative Strategies for Achieving Alpha pdf epub mobi txt 電子書下載2025

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出版者:McGraw-Hill Finance & Investing

作者:Richard Tortoriello

出品人:

頁數:480

译者:

出版時間:2008-11-17

價格:USD 79.00

裝幀:Hardcover

isbn號碼:9780071549844

叢書系列:

圖書標籤:

quantitative
量化投資
金融工程
股票
Finance
金融
經濟金融
期貨
量化交易
投資策略
阿爾法
金融工程
風險管理
投資組閤
統計套利
機器學習
因子投資
量化金融

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具體描述

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:

著者簡介

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.