Finding Alphas PDF Download

Author: Alex Greyserman
Publisher: John Wiley & Sons
ISBN: 1118890973
Category : Business & Economics
Languages : en
Pages : 470

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Book Description
An all-inclusive guide to trend following As more and more savvy investors move into the space, trend following has become one of the most popular investment strategies. Written for investors and investment managers, Trend Following with Managed Futures offers an insightful overview of both the basics and theoretical foundations for trend following. The book also includes in-depth coverage of more advanced technical aspects of systematic trend following. The book examines relevant topics such as: Trend following as an alternative asset class Benchmarking and factor decomposition Applications for trend following in an investment portfolio And many more By focusing on the investor perspective, Trend Following with Managed Futures is a groundbreaking and invaluable resource for anyone interested in modern systematic trend following.

Author: Steven Bavaria
Publisher: McGraw Hill Professional
ISBN: 1260458547
Category : Business & Economics
Languages : en
Pages : 241

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Book Description
The proven, all-weather investing strategy that delivers long-term, consistent returns The most common investing approach today—one that values “growth” over all else—can be ineffective and counterproductive for many investors, not to mention needlessly stressful. Now, one of Seeking Alpha’s most popular writers, Steven Bavaria, provides a groundbreaking alternative that will see you through all markets—up, down, and sideways. The Income Factory shows how to build an income stream that increases solidly and consistently—a result of re-investing and compounding the dividends. And the best part? This income stream actually grows faster during market downturns than during flat or rising market periods. The Income Factory sheds light on: • Why “high-yield” doesn’t have to mean “high-risk” • How credit investments perform more predictably than equity investments • Why “junk” is a misnomer—and why high-yield debt is safer than most of the stocks investors own • How to grow your wealth steadily without following the markets obsessively Through Bavaria’s strategy, cash income increases year after year at a predictable rate. For example, a 9% yielding portfolio doubles and re-doubles every 8 years. If you’re in for the long haul, an Income Factory lets you achieve your goals and still sleep well at night. Investing does not have to be about picking specific horses and hoping they win the race. An Income Factory achieves its goals by essentially betting on horses to make it around the track and finish the race. Those are easier bets to win, and they don’t require us to be glued to the financial news 24/7.

Author: Larry E. Swedroe
Publisher: John Wiley & Sons
ISBN: 1118005708
Category : Business & Economics
Languages : en
Pages : 208

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Book Description
The final word on passive vs. active investing The debate on active investing-stock picking and market timing-versus passive investing-markets are highly efficient and almost impossible to outperform-has raged for decades. Which side is right? In The Quest for Alpha: The Holy Grail of Investing, author Larry E. Swedroe puts an end to the debate, proving once and for all that active investing is likely to prove futile as the associated expenses-costs, fees, and time spent analyzing individual stocks and the overall market-are likely to exceed any benefits gained. The book Presents research, data, and quotations that reveal it's extremely difficult to outperform the market Explains why investors should focus on asset allocation, fund construction, costs, tax efficiency, and the building of a globally diversified portfolio that minimizes, if not eliminates, the taking of idiosyncratic, uncompensated risks Other titles by Swedroe: The Only Guide to Alternative Investments You'll Ever Need and The Only Guide You'll Ever Need for the Right Financial Plan Investors are on a never-ending search for a money manager who will deliver returns above the appropriate risk-adjusted benchmark, aka the "Holy Grail of Investing." The Quest for Alpha demonstrates that it's a loser's game-while it's possible to win, it's so unlikely that you shouldn't try.

Author: Sabrina Callin
Publisher: John Wiley & Sons
ISBN: 1118160673
Category : Business & Economics
Languages : en
Pages : 376

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Book Description
As an original innovator of the portable alpha concept, PIMCO has been managing an increasing number of different portable alpha strategies for investors since 1986. And now, with Portable Alpha Theory and Practice, the PIMCO team shares their extensive experiences with you. Filled with in-depth insights and expert guidance, this reliable resource provides an informative look at portable alpha and key related concepts, as well as detailed discussion on the many ways it can be applied in real-world situations.

Author: Richard Tortoriello
Publisher: McGraw Hill Professional
ISBN: 0071549854
Category : Business & Economics
Languages : en
Pages : 481

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Book Description
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.

Author: Meir Statman
Publisher: McGraw Hill Professional
ISBN: 0071741666
Category : Business & Economics
Languages : en
Pages : 305

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Book Description
A pioneer in the field of behavioral finance presents an investment guide based on what really drives investors Perfectly timed to give readers a real edge for investing in post-crash markets Author is a leading authority on the theory and application of behavioral finance and a fixture in The Wall Street Journal and other leading media outlets Poised to become the definitive text on how investors and managers make financial decisions—and how these decisions are reflected in financial markets

Author: John M. Longo
Publisher: World Scientific
ISBN: 9812834664
Category : Business & Economics
Languages : en
Pages : 333

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Book Description
Hedge funds are perhaps the hottest topic in finance today, but little material of substance to date has been written on the topic. Most books focus on how to set up a hedge fund and the basic strategies, while few to none focus on what matters most: generating and understanding investment performance. This book takes an exclusive look at the latter, including an analysis of the areas that are most likely to generate strong investment returns OCo namely, the emerging markets of Brazil, Russia, India and China. The book will be invaluable to not only financial professionals, but anyone interested in learning about hedge funds and their future.

Author: Charles Seife
Publisher: Random House
ISBN: 1446465861
Category : Science
Languages : en
Pages : 310

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Book Description
Since A BRIEF HISTORY OF TIME scientists have been in the midst of a revolution in cosmology. Gradually, astronomers and physicists are answering questions that have plagued mankind since prehistory: how was the universe born, how will it end? They are even now peering into the cradle of the universe - and into its grave. By the beginning of next year, scientists will have a clue to some of the answers. These will be among the greatest triumphs of science. This book tells that story and will reveal results of the most advanced experiments in cosmology ever conducted. It's a tale of men solving the insoluble, of the controversy and anger of rivals after the same goal. Even more thrillingly - it is a lucid explanation of new scientific ideas that stretch man's powers of understanding to their highest levels.

Author: Igor Tulchinsky
Publisher: John Wiley & Sons
ISBN: 111957126X
Category : Business & Economics
Languages : en
Pages : 265

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Book Description
Discover the ins and outs of designing predictive trading models Drawing on the expertise of WorldQuant’s global network, this new edition of Finding Alphas: A Quantitative Approach to Building Trading Strategies contains significant changes and updates to the original material, with new and updated data and examples. Nine chapters have been added about alphas – models used to make predictions regarding the prices of financial instruments. The new chapters cover topics including alpha correlation, controlling biases, exchange-traded funds, event-driven investing, index alphas, intraday data in alpha research, intraday trading, machine learning, and the triple axis plan for identifying alphas. • Provides more references to the academic literature • Includes new, high-quality material • Organizes content in a practical and easy-to-follow manner • Adds new alpha examples with formulas and explanations If you’re looking for the latest information on building trading strategies from a quantitative approach, this book has you covered.

Author: Ms. M
Publisher: StarNovel (HK) Co., Limited
ISBN:
Category : Young Adult Fiction
Languages : en
Pages : 324

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Book Description
"I’m guessing the meeting wasn't to talk about the food arrangements for when you take over the pack?" "They’ve arranged for me to marry Gabriella Santos from the Trimoon pack." "So what, when have you ever backed down from a challenge?" "How is tying my life to another in marriage, a challenge?" "The challenge is to make her submit to you." "We’ll make it more interesting." "I bet you won't be able to get it done before the end of the year." "I’ll have her submitting to me by the end of the month,” "Not just submit. You have to have her wrapped around your finger, hopelessly in love with you by the end of the year." "Ten grand to whoever wins." Gabriella is married off to an Alpha by her parents against her will. She is forced to leave her old life behind and move in with the Alpha, who is known for his power and control within the pack. Despite her initial resistance, she eventually comes to accept her new life alongside Alpha Aiden. However, she soon realizes that the Alpha is a cruel and abusive man who uses his position to control her every move. Aiden wanted the title and to receive it , he had to take a wife. As Grabiela is about to enter his life, Aiden decides to make it fun and turn it into a game, with her as the main pond, between him and his friends. When the abuse and lies weigh too heavy she realizes that she has to leave but will he let her go? Or will he tighten his grip and lock the doors? This is book 1 of the story.