Intensifying the Search for Alpha

As the playing field levels out, firms are seeking new ways to gain competitive edge, which must be comprehensively back-tested. By Mitch Abeyta, managing director, and JP Tremblay, senior director of product development at Standard & Poor's Compustat

Finding Alpha used to be relatively easy, a client recently told us. Only a few years ago, a hired student would write a program that read magnetic tapes of financial data, which—after a laborious process—would manage to strip out dividends and

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: