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Price-Based Investment Strategies

How Research Discoveries Reinvented Technical Analysis

  • Adam Zaremba
  • Jacob "Koby" Shemer

Table of contents

  1. Front Matter
    Pages i-xxxiii
  2. Adam Zaremba, Jacob “Koby” Shemer
    Pages 1-15
  3. Adam Zaremba, Jacob “Koby” Shemer
    Pages 17-86
  4. Adam Zaremba, Jacob “Koby” Shemer
    Pages 87-124
  5. Adam Zaremba, Jacob “Koby” Shemer
    Pages 125-165
  6. Adam Zaremba, Jacob “Koby” Shemer
    Pages 167-193
  7. Adam Zaremba, Jacob “Koby” Shemer
    Pages 195-212
  8. Adam Zaremba, Jacob “Koby” Shemer
    Pages 213-225
  9. Adam Zaremba, Jacob “Koby” Shemer
    Pages 227-241
  10. Adam Zaremba, Jacob “Koby” Shemer
    Pages 243-245
  11. Back Matter
    Pages 247-302

About this book

Introduction

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.

Keywords

Investment Stock market Quantitative strategies Momentum Reversal Volatility and extreme risk Skewness Liquidity Seasonality

Authors and affiliations

  • Adam Zaremba
    • 1
  • Jacob "Koby" Shemer
    • 2
  1. 1.Poznan University of Economics and BusinessPoznanPoland
  2. 2.AlphaBetaTel AvivIsrael

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-91530-2
  • Copyright Information The Editor(s) (if applicable) and The Author(s) 2018
  • Publisher Name Palgrave Macmillan, Cham
  • eBook Packages Economics and Finance
  • Print ISBN 978-3-319-91529-6
  • Online ISBN 978-3-319-91530-2
  • Buy this book on publisher's site