Tag Archives: Foreign stocks

Quantitative investing: trending value system update

In today’s post I’ll update the Trending Value quant system. The primary difference Trending Value has in relation to the three other systems that I have updated (Utilities Value, Consumer Staples Value, and Enhanced Yield) is that it uses relative price momentum in addition to value to screen for stocks. I first discussed the system almost 2 years ago now. Let’s update the results and see how it has performed and what stocks the screen favors today. The trending value system combines the best of value and momentum. It first uses a composite value score (VC2), like in the utilities … Continue reading

Posted in Quant Investing | Tagged , , , , , , | 37 Comments

Quantitative investing – going global

One of the great things about learning how to do your own Quantitative screening is that once you’ve mastered the basics and learned how to implement popular screens you can then customize screens to fit your investment style, new ideas, etc… In this post I’ll take a look at how we can modify the basic O’Shaugnnessy Value Composite 2 and Trending Value screens  to look outside the US for stocks. The basics of implementing the O’Shaughnessy screens can be found in this post and the previous posts referenced there. The inspiration for this post comes from the apparent value in … Continue reading

Posted in Portfolio, Quant Investing, Stocks | Tagged , , , | 14 Comments