** All the return data for this post comes from AllocateSmartly, Portfolio123, and my own calculations. At the end of October many TAA strategies either triggered to completely risk-off or started moving towards risk-off assets. In today’s post I’m going to dive a little deeper into the TAA return data Read more
** Instead of sending a monthly email to QuantPulse Members I’ve decided to try the monthly post method. There is nothing really secret here that I’m giving away here so this post is open to all. The specifics of each quant portfolio, where the real value is, is for members Read more
In today’s post I present Q3 2018 performance stats for the various quant strategies that are part of my new Quant Pulse Service. The strategies are slightly different than the versions I’ve presented previously in these series of posts. I will use the performance figures for the Quant Edge strategies Read more
An optimized, risk-managed approach to quant investing If you’re reading this, you’re interested in learning and more about and using quantitative stock portfolios in your investment arsenal. And hopefully you’re familiar with the basics of this type of quant investing. The basic principle is to take a quantitative and portfolio Read more
This is a long overdue book keeping post updating statistics for the various portfolios that I track. All portfolio stats were gather using AllocateSmartly, P123, and the wonder that is Excel. Obviously there are a lot more portfolios. This is just a sampling. Go to AllocateSmartly for more on all kinds of Read more
Note: This is a modified version of an analysis I did for subscribers of the Economic Pulse Newsletter where I used the SPY-COMP indicator from the newsletter in world wide markets. Results for the SPY-COMP indicator are significantly better than the SPY-UI indicator presented in this post. One of the Read more
My apologies for the lack of posting recently. I’ve had many life changes recently. You may know already, but my wife and I recently moved to the SW of France. We’ve bene here since early April and it’s taken a while to settle in and get into a new rhythm Read more
In today’s post I present Q1 2018 performance stats for the various quant strategies that I cover on the blog. Let’s get started. Below are the first quarter total return and max drawdown numbers for the various quant strategies I track. For explanations of the various quant strategies see the portfolios page. Read more
“All models are wrong. Some models are useful.” This post is the second part of a white paper that I wrote for Economic Pulse Newsletter subscribers a few months ago. If you’re interested in learning more about the newsletter see here. Also, for more info on all kinds of TAA Read more
“All models are wrong. Some models are useful.” This post is a white paper that I wrote for Economic Pulse Newsletter subscribers a few months ago. If you’re interested in learning more about the newsletter see here. Also, for more info on all kinds of TAA models I highly recommend Read more
In today’s post I present full year 2017 performance stats for the various quant strategies that I cover on the blog. Let’s get started. Below are the 2017 full year total return and max drawdown numbers for the various quant strategies I track. For explanations of the various quant strategies Read more