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The Factor Investing Chartbook: Simulations of the Most Popular Trading Strategies of the 21st Century (Algorithmic Trading)


Price: $48.99
(as of Nov 17, 2024 08:30:25 UTC – Details)


Updated with the latest stock market data as of Sept 18th, 2024.

This powerful reference text details the historical performance of the most popular trading strategies of the 21st Century in a condensed, straightforward, and comparable format. The financial factors in this book drive investment decisions for popular ETFs, actively managed funds, and technical trading systems in U.S. Equities.

Anyone considering active management will benefit from understanding these key stylistic benchmarks for over 20 factor portfolios and over a dozen index-like portfoilios.

Highlights include:

Price to EarningsPrice to SalesMomentumRelative Strength IndexProfitabilityVolatilitySizeAverage Directional IndexSector benchmarksMarket benchmarks

ASIN ‏ : ‎ B0CZVBYM2G
Publisher ‏ : ‎ Independently published (April 4, 2024)
Language ‏ : ‎ English
Hardcover ‏ : ‎ 126 pages
ISBN-13 ‏ : ‎ 979-8321245057
Item Weight ‏ : ‎ 13.4 ounces
Dimensions ‏ : ‎ 8.25 x 0.48 x 11 inches

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