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Portfolio123 » List all forums » Forum: General Comments » Thread: Most Influential Books / Recommended Reading List |
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Total posts in this thread: 35
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Capnpaul
Advanced Member
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Came across this daily free Small Cap news reader. Which may be of interest to some in this community. |
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danparquette
Advanced Member
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Check out the new book "Quantitative strategies for achieving alpha". I just got the book today and I've only skimmed though it, but it looks like a great book for the P123 crowd. The author covers lots of factors and combinations of factors. He gives the returns by quintile for the universe and also by sector. He used the Compustat PIT database so the backtest results go back to the early 90s. ---------------------------------------- Dan |
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o806
Advanced Member
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Dan: Thanks for the tip. A book like this is just what I want to see - it will partly fill the 1990s gap in P123's data history. I just ordered a copy from Amazon. Have a great new year. Brian |
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jerrodmason
Advanced Member UNITED STATES Joined: Jan 14, 2005 Posts: 600 Status: Offline |
Good tip, Dan. Unfortunately, I bought the book on my Kindle, but the tables are all screwed up in that format, So I guess it's the treeware version for me. Happy New Year, all. ---------------------------------------- The smart money was on Goliath. "He's not the Messiah. He's a very naughty boy." |
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saxon
Advanced Member
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Here are some ofmy favorite books on investing. Although most of these books are not pure quant, I found them great reads. I have not put them in any order, although I must say I found Wanger's book both interesting and useful. 1. A Zebra In Lion Country - Ralph Wanger 2. The New Money Masters - JohnTrain 3.Candlesticks Explained - Martin Pring 4.Innumeracy - Mathamatical Illiteracy And Its Consequences - John Allen Paulos 5.How To Make Money In Stocks - William J. O'Neil 6. Reminiscences Of A Stock Operator - Edwin Lefevre 7.John Neff On Investing - John Neff I found these books had a lot of good insights. Wayne |
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