Today I wanted to take a look at how you can use quant investing to build a better stock market index. For my previous posts on quant investing see this series of posts. In a way stock market indices are quantitative models. And due to history and other factors they […]
Following up on my last post re-introducing quantitative investing in individual stocks, I wanted to address probably the most important part of investing in individual stocks with quantitative methods, and that is how to choose which strategies to invest in? I’ll start out with a very obvious method but in […]
After my last post on using trend following in Crypto markets I thought I’d continue on that thread and look at applying trend following on a newish concept (similar concepts have existed at the institutional level for a long time) in creating diversified portfolios, called return stacking. First, what is […]
Welcome the Quant Pulse about page. If you’re reading this, you’re interested in using quantitative stock portfolios in your investment arsenal, and hopefully you’re familiar with the basics of this type of investing. The underlying principle is simple: an algorithmic and portfolio approach to picking individual stocks. In other words, a […]
This post updates the quant strategies performance through year end 2020. The 2019 version of the post is here. If you’re new to all this quant stuff, and like what you see, you can start on my Portfolios page and read through the posts in the quant section where I have […]
This post updates the quant strategies performance through year end 2019. The 2018 version of the post is here. If you’re new to all this quant stuff, and like what you see, you can start on my Portfolios page and read through the posts in the quant section. Then you […]
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 […]
A quick post on some changes to the blog. Overall, the blog will be still mainly be focused on quantitative investing. I will also continue to write about investing in retirement which has it’s own challenges. Now for the changes. The biggest change to the blog is that you’ll start to […]
This page is a list of the various portfolios I frequently talk about on the blog, along with links to the portfolio source material and/or my posts describing the portfolios. I also have three sub pages. One has the daily status of the GTAA13, AGG3, and AGG3 portfolios, and one […]
Any investment strategy that is not ‘the market’ will experience periods of under performance. Sometimes quite extended like value investing in the late 90s. How an investor handles those periods of underperformance goes a long way to determining whether they have any chance of outperforming the averages over time. In […]
One of the more overlooked areas of quantitative investing is how to integrate quant strategies into a diversified portfolio. Let’s look at a few of the issues involved and some possible solutions. I’ve discussed the big allocation decision already, i.e. how much to put into quant strategies vs bonds already. I […]