Quantitative Strategies for Achieving Alpha
English | 480 pages | (2008-11-21) | ISBN-10: 0071549846 | PDF | 11 Mb
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.