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2025-02-05
Quantitative Strategies for Achieving Alpha 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2025
學術性與文學性兼得,贊
評分學術性與文學性兼得,贊
評分實習的時候應急救瞭一命。
評分實習的時候應急救瞭一命。
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:
理查德·托托里罗编著的《量化投资策略》的目标是:为读者提供一幅从量化角度绘制出来的市场投资“地图”。为了得到这幅通过实证绘制而成的投资地图,作者详尽地测试了超过120O种投资策略。书中归纳了七个投资维度:盈利性、估值、现金流、成长性、资产配置、价格动量以及危险...
Quantitative Strategies for Achieving Alpha 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2025