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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Nicole S.
Charlottesville, US
★★★★★ 3
Missing items
Color: Sky Blue, Size: 16
Was missing the tie that is supposed to come with it and it looked like it was tried on and thrown back in the bag. The sleeve to the jacket were rolled up.
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Reviewed in the United States on December 7, 2025
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Alley Cat on a Homestead
Carnegie, US
★★★★★ 5
Excellent Quality, Great Value, Great Look. Highly Recommend
Very well-made, there are some minor imperfections in the cuff sewing that aren't really noticeable when on. Liner is quality, color is spot on, and it fits true to size. If you're in the market for a toddler blazer and pants, you can't go wrong with this one in terms of quality, price, and the cut is perfect for a very polished look. There were a few loose strings to be clipped, but everything was correctly sewn and well. None of them affected the seam strength. The pants have a button and elastic on the waistband to make adjusting the waist size easier.
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Reviewed in the United States on November 14, 2025
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Amazon Customer
Whiting, US
★★★★★ 5
Great boys slim fit suit for weddings, church, or special events
Color: Medium Grey, Size: 12
Great kids suit. Comes with a jacket, pants, and tie. Does not have a shirt. Fits as expected. Classic cut on the lapels. Great quality materials. Well made pants and jacket. The color is consistent without any fade or dark spots that can happen with lower quality fabrics. Looks great on. My son loves it. Says it is not restrictive, he can move easily in it. Highly recommend for church, special events, weddings, etc.
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Reviewed in the United States on October 22, 2025
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Mommynificent
Battle Creek, US
★★★★★ 5
Nice high-quality, light weight suit for a tween!
Color: Navy Blue, Size: 10
This is such an attractive suit for a tween boy! My son loves dressing up, and this is his new favorite suit. He really likes the double-breasted style and the light weight of the fabric so that it isn't too hot. The tie that came with it gives major Harry Potter vibes which we weren't expecting, but he has lots of other ties that he also enjoys pairing with it. The size seems right, and it fits him well. He says it is very comfortable. I'm happy with the quality and the navy color.
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Reviewed in the United States on October 14, 2025
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A. Beauto
Boise, US
★★★★★ 5
Stylish and great value!
Color: Medium Grey, Size: 14
This grey suit was a great find for a school ceremony and will definitely be used again. The neutral color makes it easy to pair with different shirts and ties, and it has a modern, clean-cut look. The jacket and pants fit nicely after a quick press, and the quality was better than I expected for the price. It lost a star only because the waist on the pants needed a slight adjustment, but overall, we’re very happy with it!
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Reviewed in the United States on October 10, 2025

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