Early in 2013 I presented a quantitative strategy based on dividend paying stocks from OShaughnessy’s What Works On Wall Street. The Enhanced Dividend Yield strategy. The strategy provides market beating returns, higher sharpe ratios, and a healthy dividend stream. One of the best things about this strategy is it’s high […]
Today I finally get around to doing something I mentioned way back in my first post on quantitative investing. Quant portfolios can help an investor handily beat the market over time and often with even lower risk. If that is the case then how could they impact safe withdrawal rates […]
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 […]
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 […]
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 […]
Do you know why you own bonds in your portfolio? There are many reasons to own bonds but one of the biggest reasons historically is no longer a good one for many investors. Bonds are often held in portfolios to provide a safe and steady source of income, in particular […]
In my recent overview post on the landscape of available buy and hold portfolios, I said I would come back with a comparison of all the portfolio types; buy and hold, tactical asset allocation (TAA), and quant investing portfolios. Here is that comparison. I’m pretty sure I’ve discussed all the […]