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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Japilla
New York, US
★★★★★ 4
Quite good. I am actually surprised. Too small for queensize
Item Package Quantity: 2, Size: Queen
These pillows are actually good. After reading a ton of reviews I pulled the trigger on these. I was 100% sure I was going to receive bad quality pillows (too flat or too thick). They do take 24-48 hours to firmen up. Let's see if they flatten out in a few weeks or if they hold up. My wife said the pillow was too thick and it raised her head too much. I don't agree, I sleep perfect on these, no neck pain in the morning. Update 04/24 These are actually quite small to be considered queen pillows. They have become firm over the last few days.
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Reviewed in the United States on April 20, 2026
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S. Alverson
Lexington, US
★★★★★ 5
Full, Fluffy & Perfectly Supportive Euro Pillows!
Item Package Quantity: 2, Size: European, Item Package Quantity: 2, Size: European
These Euro size pillow inserts are fantastic! They’re soft, full, fluffy, and hold their shape very well. The firmness is perfect — supportive without feeling too hard. They filled my pillow covers beautifully and made the bed look much more luxurious. Great quality for the price and very comfortable for lounging or sleeping. Very happy with this purchase!
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Reviewed in the United States on May 13, 2026
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Amazon Customer
Chelsea, US
★★★★★ 5
amazing.
Item Package Quantity: 4, Size: Queen
WOW. I was really skeptical, but the other reviews are spot on: these are amazing firm pillows. I really hope they don't lose their firmness and become lumpy like other pillows tend to do. Excellent pillows for the price!!
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Reviewed in the United States on June 7, 2026
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Moranda
Houston, US
★★★★★ 5
Great quality!! Great price
Item Package Quantity: 2, Size: Queen
Bought these for my mom and omg i like them better than the ones I got on Amazon theyre super comfy and they bounce back up they dont flatten and im definitely buying some next for me definitely worth the place great price and the make seems real good quality
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Reviewed in the United States on June 3, 2026
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Mack Mackenzie
Dallas, US
★★★★★ 4
These are very thick pillows.
Item Package Quantity: 2, Size: Queen
Exactly as advertised. They are very firm and very thick. They're too thick for me to be able to use as bed pillows. However, they seem to work pretty well as cushions in my papasan chair on top of its normal cushion also work very well as decorative pillows. I'm still giving them four stars because they're exactly as advertised and they seem well made. My only complaint is that they're just too thick. And that's definitely not the fault of the pillows or the pillow maker.
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Reviewed in the United States on May 12, 2026

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