Richard Tortoriello – Quantitative Strategies for Achieving Alpha

Description

“Richard Tortoriello structures six concepts that blend fundamental, quantitative, and technical disciplines. His tests are rooted in sound financial theory designed to avoid statistical bias and capture the primary drivers of investment returns.”
Ralph J. Acampora, CMT
Director of Technical Analysis Studies
New York Institute of Finance

“By explaining the rationale for various accounting screens, this book is arguably an up-to-date ‘quant’ version of the Graham-and-Dodd approach. Tortoriello’s tests are made extremely realistic by a threefold emphasis on fundamental variables, valuation paradigms, and technical analysis measures. As topping, it’s well written with lots of meaningful quotes, market history stories, and other insights that give readers an important feel for the markets.”
H. Russell Fogler, PhD
Principal
Fogler Research and Management

“The saying used to be ‘Fundamental analysis tells you what, but technical analysis tells you when.’ As a result of Richard’s new book on quantitative analysis, an investor now has the tools to uncover the What, When, and Why of investing.”
Sam Stovall
Chief Investment Strategies
Standard & Poor’s Equity Research