February 2019 QuantPulse Portfolio Update

All of the QuantPulse portfolios and books have been updates for members as of Sunday, February 17, 2019. Also, all the performance figures have been updated. To learn more about the QuantPulse service or subscribe, see this introduction. For 2019 I’ve added options to allow subscriptions to individual strategies. This is a great way for beginners to become familiar with quant strategies without spending too much and also good for experience quants who know what works for them. Now, on to the update.

Performance for the 4-week period ending February 15, 2019, continued to be positive, slightly outperforming the market for the year. Over the 4 week period, 10 stock and 25 stock portfolios were up 1.9% and 3.8% respectively, compared to 4.1% for the SP500. For the year (2019 YTD), the average of the portfolios is also outperforming the SP500, with the pure value (VC2), Large SHY Value, and the Pure Momentum strategies leading the way in performance. It is nice to see some deep value strategies continuing to do well this year.

That’s about it for this update. So far, so good for 2019. Stayed tune this week as I’ll be introducing a couple of low volatility strategies to the QuantPulse line up.

Let me know if you have any questions.