Tag Archives: 2016 performance

Quant strategies: 2016 performance review

Happy New Year everyone! Hope you all had a great holiday season full of great food, family, and a lack of financial market news and data. I just returned from two weeks with my entire family, plus my wife’s family, down in Coconut Grove, Fl in a great Airbnb rental. It provided a much needed rest and re-charge particularly from the markets. Now, its time to get back to business in 2017. For the first couple of posts this year I’ll do some looking back at 2016 performance. Today I’ll cover 2016 total returns for the various quant strategies I … Continue reading

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