A must-read book on the quantitative value investment strategy
Quantitative Value provides practical insights into an investment strategy that links the fundamental value investing philosophy of Warren Buffett with the quantitative value approach of Ed Thorp. It skillfully combines the best of Buffett and Ed Thorp--weaving their investment philosophies into a winning, market-beating investment strategy.
- First book to outline quantitative value strategies as they are practiced by actual market practitioners of the discipline
- Melds the probabilities and statistics used by quants such as Ed Thorp with the fundamental approaches to value investing as practiced by Warren Buffett and other leading value investors
- A companion Website contains supplementary material that allows you to learn in a hands-on fashion long after closing the book