SKU: 41015199161

Quantitative Strategies for Achieving Alpha: The Standard and Poor's Approach to Testing Your Investment Choices

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Quantitative Strategies for Achieving Alpha: The Standard and Poor's Approach to Testing Your Investment ChoicesAlpha, 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

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:

  • A wide variety of investment strategies built around the seven basics that drive future stock market returns: profitability, valuation, cash flow generation, growth, capital allocation, price momentum, and red flags (risk)
  • A building-block approach to quantitative analysis based on 42 single-factor and nearly 70 two- and three-factor backtests, which show the investor how to effectively combine individual factors into robust investment screens and models
  • More than 20 proven investment screens for generating winning investment ideas
  • Suggestions for using quantitative strategies to manage risk and for structuring your own quantitative portfolios
  • Advice on using quantitative principles to do qualitative investment research, including sample spreadsheets

This powerful, data intensive book will help you clearly see what empirically drives the market, while providing the tools to make more profitable investment decisions based on that knowledge--through both bull and bear markets.



Binding Type: Hardcover
Publisher: McGraw-Hill Education
Published: 11/01/2008
ISBN: 9780071549844
Pages: 466
Weight: 2.25lbs
Size: 9.30h x 7.60w x 1.60d
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SKU: 41015199161

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Dawn
Charlottesville, US
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Great quality
Color: Four colors, Size: 5cm (ball only)
I was very surprised that these are as good as the chuck it balls. I have a super chewer and he’s tears balls up except for chuck its and he can’t tear these up.
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Small but bouncy. Pupper loves them.
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Awesome price for quality balls
Color: Four colors, Size: 5cm (ball only)
These balls are super bouncy and durable. My dog loves them and for the price these are totally worth it! I think they are as durable as nerf balls and equal in size, and much cheaper!
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Random shopper
New York, US
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Rope comes out at the slightest force. Pointless tug toy!
Color: Four colors, Size: 6cm (with rope)
If your dog pulls on these (and why wouldn’t he?), the rope immediately comes out. Turns out they just fuse the ends of the nylon rope together, which is no match for a dog playing tug. Any dog, any level of pulling will dismantle these. We’ve managed to reinsert the rope to a couple of these and KNOT it, which gives you a shorter rope but a toy that can withstand some play. But if I had wanted a DIY toy, I’d have used the balls and rope I already own.
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Lesly
San Leandro, US
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Not for super chewers!
Color: Four colors, Size: 5cm (with rope), Color: Four colors, Size: 5cm (with rope)
These rope ball toys arrived today. My poodle puppy loves rope ball toys and playing tug of war. These didn’t last 10 minutes. For context, she is 1 y.o., 30 lbs., is not teething & has her adult teeth. She did this on her own- we were not playing tug of war at the time the toy fell apart. At least there are 3 more in the package & when the rope is done, we’ll still have the balls to play with.
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Reviewed in the United States on April 15, 2026

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