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Price-Based Investment Strategies

How Research Discoveries Reinvented Technical Analysis

Authors: Zaremba, Adam, Shemer, Jacob "Koby"

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  • Provides a guide showing how the modern research has reinvented the technical analysis
  • Presents a comprehensive review of the price-based investment strategies, their underlying concepts and explanations
  • Features a real-life verification of numerous quantitative strategies in 24 stock markets around the world
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eBook $84.99
price for USA in USD (gross)
  • ISBN 978-3-319-91530-2
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $119.99
price for USA in USD
  • ISBN 978-3-319-91529-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $109.99
price for USA in USD
  • ISBN 978-3-030-08267-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

This compelling book examines the price-based revolution in investing, showing how research over recent decades has reinvented technical analysis. The authors discuss the major groups of price-based strategies, considering their theoretical motivation, individual and combined implementation, and back-tested results when applied to investment across country stock markets. Containing a comprehensive sample of performance data, taken from 24 major developed markets around the world and ranging over the last 25 years, the authors construct practical portfolios and display their performance—ensuring the book is not only academically rigorous, but practically applicable too. This is a highly useful volume that will be of relevance to researchers and students working in the field of price-based investing, as well as individual investors, fund pickers, market analysts, fund managers, pension fund consultants, hedge fund portfolio managers, endowment chief investment officers, futures traders, and family office investors.

About the authors

Adam Zaremba is Assistant Professor at the Poznań University of Economics and Business, Poland. He is an economist, adviser, and portfolio manager for investment management companies. Zaremba has written numerous research papers on financial markets and is also an individual investor with many years' experience.

Koby (Jacob) Shemer is an experienced asset manager in international capital markets. He is the founder of Analyst IMS, a public asset management firm, and AlphaBeta, a quantitative asset management company. During his career, he has been responsible for managing portfolios of assets totalling billions of US dollars.

Table of contents (9 chapters)

Table of contents (9 chapters)

Buy this book

eBook $84.99
price for USA in USD (gross)
  • ISBN 978-3-319-91530-2
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $119.99
price for USA in USD
  • ISBN 978-3-319-91529-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $109.99
price for USA in USD
  • ISBN 978-3-030-08267-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Price-Based Investment Strategies
Book Subtitle
How Research Discoveries Reinvented Technical Analysis
Authors
Copyright
2018
Publisher
Palgrave Macmillan
Copyright Holder
The Editor(s) (if applicable) and The Author(s)
eBook ISBN
978-3-319-91530-2
DOI
10.1007/978-3-319-91530-2
Hardcover ISBN
978-3-319-91529-6
Softcover ISBN
978-3-030-08267-3
Edition Number
1
Number of Pages
XXXIII, 302
Number of Illustrations
30 b/w illustrations
Topics