Quantitative Investing – Enhanced Dividend Yield

Today I want to cover the Enhanced Dividend Yield quant strategy from What Works On Wall Street.  This strategy is a bit more complicated to implement than the others I’ve covered (see previous posts), especially for individual investors. Its performance results are much better than other dividend based strategies. While not as good as the strategies I’ve presented previously it…

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Quantitative Investing – Trending Value Strategy

Time to move on to the next quant strategy I want to highlight. This post will cover a strategy called Trending Value, aka the value stocks on the mend strategy. This strategy is the top ranked strategy by risk adjusted return (sharpe ratio) in the book What Works On Wall Street. This strategy shows the power of combining the three…

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Quantitative Investing – Utilities Strategy

Today’s post will cover the second half of the Combined Consumer Staples/Utilities Strategy presented in the book What Works On Wall Street. The first part was covered in my last post. This strategy has one of the best risk adjusted returns of all the strategies tested and also has the lowest downside risk. The utilities portion of this strategy offers compound returns…

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Quantitative Investing – Consumer Staples Strategy

After a few introductory posts (part 1, part 2, part 3) on quantitative investing it’s time to get down to some real current portfolios. In this post I want to look at the first half one of the best risk adjusted return strategies presented in What Works On Wall Street and how an investor can implement it in their own…

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Quantitative investing – increasing the odds of success

Time for part 3 of my Quantitative Investing posts. Please refer to  the 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…

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Getting Started with Quantitative Investing

In my last post I introduced Quantitative Investing as a stock investment strategy with great results and low effort. Here I want to show you how you can get started getting familiar with the process involved and the basic mechanics of implementing a quant strategy by using value stocks as an example. First, if you’re seriously interested in quant investing you need…

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Introduction To Quantitative Investing

What if I could introduce you to an investment style for equities that can soundly beat the market over time and only requires a few days a year of work? Interested? I thought so. Today I want to introduce you to Quantitative Investing and why you should consider incorporating it into your investment portfolio. Quantitative Investing is a fancy term for…

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