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. […]
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 […]
What We Do Our mission is to design best-in-class TAA and Quantitative investing strategies as an alternative to buy and hold investing that offer higher performance at lower risk. More importantly, we guide you through the investment process on a weekly and monthly basis so you don’t have to do […]
Back in March of this year I posted about a low volatility quant strategy that I added to the QuantPulse subscription. In that post I mentioned a strategy that combines the low volatility, value, and momentum factors to increase performance and still keep drawdowns in check. The strategy is called […]
In this post I describe a simple low volatility quant strategy that outperforms the market and another strategy that combines low volatility with value and momentum to provide further outperformance. Stocks that exhibit low volatility outperform more volatile stocks, contradicting the efficient market theory and the capital asset pricing model […]
The performance of value factors varies over time. Sometimes value is in favor. Sometimes it is out of favor. But overall value overall is one of the two single factors, along with momentum, that has withstood the test of time. But what if one way of expressing value in stocks […]
For today’ s post and the next few I’ll be going back to my favorite topic, quant investing. In this post I want to explore pure momentum quant portfolios and in particular ways to make pure momentum investing tolerable and implementable to more investors. Note: for a refresher on momentum and […]
In today’s post I’ll update the second quant investing system, the utilities sector value system. In my last post I updated the consumer staples value system. The utilities sector value system can be used on it’s own or combined in a portfolio with the consumer staples system. Lets get right […]
I’ve received a fair amount of interest in providing an update to the quant portfolios I’ve presented on the blog in the past. For those trying to implement the portfolios themselves it can provide a good check on their implementations. For newbies, it is a good re-intro to the power […]
It is that time of year to start updating performance figures for the various portfolios I track here on the blog. In this post I’ll quickly present the performance of the quant portfolios I’ve presented in the past. The quant portfolios I’ve presented on the blog are (with links to […]
Maybe the best thing about quant or automatic investing is the peace of mind it provides during times of market turmoil. While I would by no means characterize the recent market action as ‘turmoil’, many investors seem to think it is. It always amazes me how short term the investor […]