Quantitative strategies for achieving alpha
"Quantitative Strategies for Achieving Alpha" provides investment strategies that have been proven to consistently outperform the market. Through extensive backtesting using the Compustat database, analyst Richard Tortoriello identifies the investment approaches that have yielded alpha returns--those in excess of what was expected--over the long term. He provides detailed explanations and graphic demonstration of how each strategy works and explains how you can apply them to your own investing approaches
1 online resource (xiii, 466 pages) : illustrations
9780071549851, 9781281845344, 0071549854, 1281845345
294848032
Introduction : in search of alpha
Methodology
The day-to-day drivers of stock market returns
Profitability
Valuation
Cash flow
Growth
Capital allocation
Price momentum
Red flags
Collected wisdom
Combining the factors
Integrating the stratetgies into your investment approach