Скачать с ютуб "Combining the Best Stock Selection Factors" by Patrick O'Shaughnessy в хорошем качестве

"Combining the Best Stock Selection Factors" by Patrick O'Shaughnessy

by Patrick O'Shaughnessy, a Principal and Portfolio Manager at O’Shaughnessy Asset Management (OSAM). From QuantCon NYC 2016. Patrick will explore how to combine the value factor with other stock selection factors to build a superior stock selection strategy. He will discuss unique ways of using momentum, share buybacks, and quality factors to improve on a simple value screen. He will discuss portfolio concentration, rebalancing, and risk management. He will also explain why the best versions of these strategies are only possible for smaller firms and investors. The slides for this presentation can be found at https://www.slideshare.net/Quantopian.... To learn more about Quantopian, visit us at https://www.quantopian.com. Disclaimer Quantopian provides this presentation to help people write trading algorithms - it is not intended to provide investment advice. More specifically, the material is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory or other services by Quantopian. In addition, the content neither constitutes investment advice nor offers any opinion with respect to the suitability of any security or any specific investment. Quantopian makes no guarantees as to accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.