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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4.6 ★★★★★
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J
Jeannie
Massapequa, US
★★★★★ 5
Great read!
Format: Kindle
Wonderful characters with great humor, a bit of mystery and a strong silent grumpy Sentinel to stand with the leading lady. They make her stronger but she also makes them stronger. I love the dynamics and the way it played out. This was a fun read!. I received a free copy of this book via Booksprout and am voluntarily leaving a review.
WAS THIS REVIEW HELPFUL?YesReportShare
Reviewed in the United States on December 26, 2025
L
Lil Ms Reads A LOT
Chelsea, US
★★★★★ 5
June lives her life squarely in the NSFW zone...
Format: Kindle
June Wilder has embarked on the career of a lifetime-- the newest head physical trainer for NHL's Atlanta Reapers! She's relatively young for the position, not to mention female. In a male dominated sport, she's hoping to one day earn the trust and respect of the players, coaching staff and the organization.  What she doesn't expect is to be an equal participant in flirty banter and NSFW activities in her office with handsome Right Wing Rhett Lawson. She quickly finds that Team Captain Cole Thibault is a confident and  calming presence in her daily work activities-- and the man she goes on quite possibly the most perfect date with. Then there's Elias Nystrom, the Swedish Goalie who is quiet, HULKING in size, and downright frightens her-- with whom she shares a secret which could get her in hot water if discovered.  Each of these team members intrigues her. Each she has a relationship with that is not entirely permitted as their head physical trainer. As she gets to know each of them better, she's falling deeper for each of them. Will she successfully navigate through the season without losing not only her job but her heart?  What happens when each of the men find out about each other? Will she be asked to choose between them?  This book has everything I look for in a sinfully decadent read-- a strong, independent, and likable FMC; charming, protective, and sexy MMCs; a plot that is entertaining, well thought out and executes some unexpected twists; and has chemistry that explodes off of the pages. Once again author Cassie Cole has expertly achieved all of these things in her latest book "Hat Trick". I'm a big fan of the RH genre. Of all the authors I read, Cassie Cole is far and away my favorite to date. If you read this book, you will not be disappointed!
WAS THIS REVIEW HELPFUL?YesReportShare
Reviewed in the United States on December 1, 2025
T
Tracy
Waukegan, US
★★★★★ 4
Hot enough to melt the ice rink
Format: Kindle
This was yet another great read by Cassie Cole. June has just started as the trainer for the Atlanta Reapers. Succeeding in this male dominated role is important to her, but the more she learns about these men the more she wonders if some things are worth risking everything for. As their trainer, the men are supposed to be off limits, but they can't deny the pull they each feel. The closer to Cole, Rhett & Elias she becomes the more she realizes that she may not be able to choose between them. Is it worth the risk to her career to continue to pursue a relationship with one of the men.... let alone the risk to all their careers if they would be open to consider a more unconventional relationship. Is love worth the risk? Read this steamy story to find out!. I received a free copy of this book via Booksprout and am voluntarily leaving a review.
WAS THIS REVIEW HELPFUL?YesReportShare
Reviewed in the United States on January 2, 2026
M
M. Welch
Waukegan, US
★★★★★ 5
Hat Trick (A Hockey Reverse Haven Romance)
Format: Kindle
I loved this book, what a trip! All the things a girl could want, plus getting Alice involved with their family. Nothing better than a lot of sex and love and a great sport, the baby sill be so spoiled when they have one, wow. Reverse harems are a favorite of mine. What a treat with this family, poly amorous it is. Interesting to the end. See you next time.
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Reviewed in the United States on January 5, 2026
B
Becky H
Boise, US
★★★★★ 3
Editing and Hockey Research Would Have Made This Better
Format: Kindle, Format: Kindle
A bit of editing and research needed here. Maybe I’m just a hockey fan, but if you’re going to use actual NHL teams as opponents, please make sure you use actual NHL teams and not NBA team names. At the beginning of chapter 24, they play the “Philadelphia 76ers” which is NOT Philly’s NHL team. That’s an insult to Gritty and the Flyers, Philly’s actual NHL team. Honestly, if you’re going to use a fictional NHL team, them just make all the opponent teams fictional too. Additionally, I believe that trainers have an entire area to themselves, not just an office with one or two tables. June wouldn’t have to go through the locker room to tear the players; more likely she has her own space and office area. war the workout and recovery areas.
WAS THIS REVIEW HELPFUL?YesReportShare
Reviewed in the United States on January 6, 2026

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