Another widely used valuation ratio that Richard Tortoriello examined in
his book Quantitative Strategies for Achieving Alpha is the P / E ratio.
To help explore momentum, I turn to Richard Tortoriello's
book Quantitative Strategies for Achieving Alpha.
Not exact matches
During my review of several
quantitative trading
books and papers, I kept on seeing information on two classes of trading
strategies: mean reversion and momentum.
Posted in About, Behavioral economics,
Strategy, tagged Joel Greenblatt, Magic Formula,
Quantitative Value
Book on March 12, 2013 18 Comments»
Graham & Dodd advise a number of
strategies to find value stocks, ranging from qualitative factors like identifying industry trends and a company's management team to
quantitative factors like
book value, P / E ratio, and sales - to - price.
Posted in About, Behavioral economics, Contrarian investment,
Strategy Tagged Quality,
Quantitative Value
Book, Warren Buffett 5 Comments
Posted in Contrarian investment,
Strategy, Value Investment, Warren Buffett Tagged Joel Greenblatt,
Quantitative Value
Book, The Little
Book That Beats The Market 4 Comments
The results of this research are published in the
book «
Quantitative Strategies for Achieving Alpha» (McGraw - Hill, 2009).
Posted in About, Behavioral economics,
Strategy Tagged Joel Greenblatt, Magic Formula,
Quantitative Value
Book 18 Comments
Posted in About,
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Book,
Quantitative Value 95 Comments
If you want to learn about some obscure
quantitative strategies just for fun, this could be a good
book for you.
Posted in About, Behavioral economics,
Quantitative investment,
Quantitative Value
Book,
Strategy, Value Investment, tagged Benjamin Graham, Charlie Munger,
Quantitative Value
Book, Warren Buffett on January 9, 2013 22 Comments»
Posted in
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Book That Beats The Market 1 Comment
They launch their first ETF aptly called Alpha Architect's
Quantitative Value (QVAL) on 20 October, which will follow the
strategy outlined in the
book.
Among investors, he is best known for his pioneering work in
quantitative analysis, described in his
book What Works on Wall Street: A Guide to the Best - Performing Investment
Strategies of All Time, and which sought to finally answer the question of what works best — value or growth investing.
Posted in About, Behavioral economics,
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Quantitative Value
Book,
Strategy, Value Investment Tagged Benjamin Graham, Charlie Munger,
Quantitative Value
Book, Warren Buffett 22 Comments
Posted in About, Behavioral economics, Contrarian investment,
Quantitative investment,
Strategy, tagged Apple Inc. (NASDAQ: AAPL),
Quantitative Value
Book on April 24, 2013 4 Comments»
Today's
book,
Quantitative Strategies for Achieving Alpha, takes a mix of factors, including price momentum, and attempts to show how investors can achieve above average returns.
He is best known as the author of the websites The Acquirer's Multiple ® and Greenbackd, and the
books Concentrated Investing:
Strategies of the World's Greatest Concentrated Value Investors (2016, Wiley Finance), Deep Value: Why Activists Investors and Other Contrarians Battle for Control of Losing Corporations (2014, Wiley Finance), and
Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors (2012, Wiley Finance).
I like where you are going with your
book idea on
quantitative value investing
strategies.
While the analysis in
Quantitative Strategies for Achieving Alpha is valuable, this
book is not an easy read.
One of the most interesting ideas suggested by Ian Ayers's
book Super Crunchers is the role of humans in the implementation of a
quantitative investment
strategy.
Posted in About, Behavioral economics,
Quantitative investment,
Strategy, Value Investment Tagged
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Book Leave a Comment
Posted in About,
Book, Catalysts, Contrarian investment,
Strategy, tagged
Book,
Quantitative Value on December 26, 2012 95 Comments»
Posted in Contrarian investment,
Strategy, Value Investment, Warren Buffett, tagged Joel Greenblatt,
Quantitative Value
Book, The Little
Book That Beats The Market on March 5, 2013 4 Comments»
Posted in About, Behavioral economics, Contrarian investment,
Quantitative investment,
Strategy Tagged Apple Inc. (NASDAQ: AAPL),
Quantitative Value
Book 4 Comments
Posted in About, Behavioral economics, Contrarian investment,
Strategy, tagged Quality,
Quantitative Value
Book, Warren Buffett on March 4, 2013 5 Comments»
The following is an excerpt from the recently published
book on applying
quantitative strategies to value investing: Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors * by two veteran investment bloggers Wesley Gray (Turnkey Analyst) and Tobias Carlisle (
quantitative strategies to value investing:
Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors * by two veteran investment bloggers Wesley Gray (Turnkey Analyst) and Tobias Carlisle (
Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors * by two veteran investment bloggers Wesley Gray (Turnkey Analyst) and Tobias Carlisle (Greenbackd).