Quantitative Strategies for Achieving Alpha 在線電子書 圖書標籤: quantitative 量化投資 金融工程 股票 Finance 金融 經濟金融 期貨
發表於2024-11-08
Quantitative Strategies for Achieving Alpha 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
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。
評分無法評論,基本麵分析感覺是另一番天地。讀瞭4章放棄瞭。
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:
读完了,非常不错的一本书。芒格和巴菲特的方法在这本量化投资的书中,光芒四射 用量化的方法,把巴菲特的现代价值,费雪的成长,格雷厄姆的传统价值,以及技术方法,这些因子组合的异同、结合比较都用数据讲得非常透彻。 同时,作者也进行了行业对比,实际上投资主要来自于行...
評分“这本书是用数据来论证,盈利性、估值、现金流、成长性、资产配合、价格动量、危险信号这七类基本面及市场因子是如何影响未来股票的收益。” 重点在于1:数据论证的方法,2:七个基本面和市场因子 PS:这本书的风格是:每张图表,配备一段文字解释;一共3张图标来解释一个指标...
評分“这本书是用数据来论证,盈利性、估值、现金流、成长性、资产配合、价格动量、危险信号这七类基本面及市场因子是如何影响未来股票的收益。” 重点在于1:数据论证的方法,2:七个基本面和市场因子 PS:这本书的风格是:每张图表,配备一段文字解释;一共3张图标来解释一个指标...
評分读完了,非常不错的一本书。芒格和巴菲特的方法在这本量化投资的书中,光芒四射 用量化的方法,把巴菲特的现代价值,费雪的成长,格雷厄姆的传统价值,以及技术方法,这些因子组合的异同、结合比较都用数据讲得非常透彻。 同时,作者也进行了行业对比,实际上投资主要来自于行...
評分Quantitative Strategies for Achieving Alpha 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024