Price-Based Investment Strategies: How Research Discoveries Reinvented Technical Analysis

By Jacob "Koby" Shemer and Adam Zaremba

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 3030082679
• ISBN13: 9783030082673
• Release Date: January 2019
• Publisher: Palgrave MacMillan
• Length: 302 Pages
• Weight: 0.89 lbs.
• Dimensions: 0.7" x 5.8" x 8.3"