Quantitative Value

书名：Quantitative ValueAPractitioner'sGuidetoAutomatingIntelligentInvestmentandEliminatingBehavioralErrors
作者：WesleyGray/TobiasCarlisle
译者：
ISBN：9781118328071
出版社：Wiley
出版时间：2012-12-26
格式：epub/mobi/azw3/pdf
页数：288
豆瓣评分： 9.6

书籍简介：

A must-read book on the quantitative value investment strategy Warren Buffett and Ed Thorp represent two spectrums of investing: one value driven, one quantitative. Where they align is in their belief that the market is beatable. This book seeks to take the best aspects of value investing and quantitative investing as disciplines and apply them to a completely unique approach to stock selection. Such an approach has several advantages over pure value or pure quantitative investing. This new investing strategy framed by the book is known as quantitative value, a superior, market-beating method to investing in stocks. Quantitative Value provides practical insights into an investment strategy that links the fundamental value investing philosophy of Warren Buffett with the quantitative value approach of Ed Thorp. It skillfully combines the best of Buffett and Ed Thorp-weaving their investment philosophies into a winning, market-beating investment strategy. First book to outline quantitative value strategies as they are practiced by actual market practitioners of the discipline Melds the probabilities and statistics used by quants such as Ed Thorp with the fundamental approaches to value investing as practiced by Warren Buffett and other leading value investors A companion Website contains supplementary material that allows you to learn in a hands-on fashion long after closing the book If you're looking to make the most of your time in today's markets, look no further than Quantitative Value.

作者简介：

作者：（美国）卫斯理•R.格雷（Wesley R. Gray），托比亚斯•E. 卡莱尔（Tobias E. Carlisle） 译者：肖凤娟

书友短评：

@ Ogogo value and momentum everywhere @ Foe 基本面量化读物，算是入个门…基本面的alpha好难找啊 @ 榆木先生 应该是paper组合起来的，干货很干，但因为回测多，很多数据分析的话也多，有点累赘。 @ Petite Matilda 老师从harvard回来推荐的这本书。A股和美股有很大思路上的差别。如果A股做的很好想再试试美股的务必先读一读这本书，会矫正很多思路上的差异。 @ 西瓜头 ongoing read & practice @ 骑羊的兔哥 有中文版了【人工智能价值投资】无译本连猜带蒙，希望有翻译的。神奇公式的： roc= ebit/ic （ 固定资产+流动资产- 流动负债 – 现金）；大量的回测，改进企业盈利能力指标roc；用毛利/总资产;财务做假、公司危机的 识别；特许经营权的识别；后面好像说神奇公式为质量因子支付过多而影响了业绩； @ 风乍起 我自己是做纯套利&期权定价背景的，所以但凡量化和基本面结合的，我都要认真看。最终发现我还是应该跳出舒适区，学点财务分析和公司战略分析才行啊。 @ 陌上桑 还是基本面投资。作者找了一个自己觉得很work的简单公式 EBIT/TEV 然后碰瓷了各种benchmark 说自己的最work。所谓量化就是不带感情的用机器选股。但是感觉挺适合散户自己在家选股long term做多的。挺多关于价值投资巴菲特 graham和cognitive bias讲的挺好的。适合散户和公墓基金经理阅读。 @ 西瓜头 ongoing read & practice @ 子珂 很有价值，定量分析公司的财务风险、quality, bargain-price. 核心均是基于公司披露的财务数据. 应该对区块链有相当借鉴意义，以后做基本面分析再回来看

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