Tag Archives: base rates

Quantitative investing – increasing the odds of success

Time for part 3 of my Quantitative Investing posts. Please refer to ┬áthe introduction post and the getting started post. In this post I want to discuss portfolio monitoring rules and how to increase the odds of success with quant strategies. First, lets talk about portfolio monitoring rules. The quant strategies I discuss involve investing in a portfolio of usually 25 (max 50) individual stocks on an equal weight basis and holding for a year. A common question is, ‘do I hold for a year no matter what?’. No there are some basic rules. These rules are for risk reduction, … Continue reading

Posted in Portfolio, Quant Investing | Tagged , , | 5 Comments