Richard Tortoriello – Quantitative Strategies for Achieving Alpha

Richard Tortoriello – Quantitative Strategies for Achieving Alpha

Description

Alpha, higher-There are more-Expected returns, as a result of an investment strategy is the ultimate investment goal. Achieve alpha, and you’ve beaten the market on a risk-Adjusted basis Quantitative Strategies for Achieving Alpha was taken from an equity analyst Richard Tortoriello’s efforts to create a series of quantitative stock selection models for his company, Standard & Poor’s, and produces a “road map” Analyze the market from a quantitative perspective.

This practical guide will provide you with a tool to help improve your investment process. Each alpha-Strategy has been an important part of our lives since the beginning.-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 There are many investment strategies available, both individual and combined. They consistently predict the best.-Market returns. This comprehensive investment mosaic clearly demonstrates the characteristics and qualities that make an investment attractive. This is a valuable piece.

• Many investment strategies are based on the seven basic factors that will determine future stock market returns: profitability and valuation, cash flow generation, capital allocation, price momentum, red flags (risk), and growth.
• A building-Block approach to quantitative analyses based on 42 singles-Factor and almost 70 other two- or three-level factors-Factor backtests are used to show investors how to combine different factors into strong investment screens and models.
• More than 20 tested investment screens for Finding winning investment ideas
• Suggestions for Use quantitative strategies to manage risks for structuring your own quantitative portfolios
• Advice on using quantitative principles to do qualitative investment research, including sample spreadsheets

This book is data-intensive and powerful. It will enable you to see the fundamental forces driving the market. Additionally, it will give you the tools and information necessary to make better investment decisions in bull or bear markets.

Get it now Richard Tortoriello – Quantitative Strategies for Achieving Alpha

About the Author