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 Read more…
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 Read more…
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 Read more…