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 Read more…
One of the great things about learning how to do your own Quantitative screening is that once you’ve mastered the basics and learned how to implement popular screens you can then customize screens to fit your investment style, new ideas, etc… In this post I’ll take a look at how Read more…
For today I’d like to get back to one of my favorite topics, Quantitative Investing. I did a series of 7 posts (the last one in the series is here) showing how an investor can implement quantitative strategies on their own with free or low cost available tools. But this Read more…
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 Read more…
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 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…
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 Read more…
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. Read more…