Factor based investing has become quite popular these days. Factors are characteristics of a group of stocks, the most famous being value and small cap, that are used to sort the overall universe of stocks. For quite some time certain factors have been shown to outperform the overall market over Read more…
Here are the Q1 2016 total return and max drawdown numbers for the various quant strategies I track. For explanations of the various quant strategies see the portfolios page. All equity portfolios consist of 25 stocks and were formed at the end of 2015. No changes in the holdings since that time. Read more…
Time to update quant system #3 in my series. See my previous two posts for the first two system updates (here and here). Today I’ll update the enhanced dividend yield system which I originally posted on almost 2 years ago. Let’s dive right in. The enhanced dividend yield strategy originally Read more…
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 Read more…
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…
Nice to be back to posting. San Diego has been so full of fun, friends, family, and amazing local beer, that my blogging definitely suffered… Is it even worth picking individual stocks? Even in quant portfolios? The more I delve into tactical asset allocation and it’s ease and benefits the Read more…
There’s been a lot of chatter recently about asset valuations, in particular US stocks and US bonds, and their impact of future returns. This is nothing new. It just seems to get louder at the start of every new year. I’ve discussed this topic before on the blog. Last time 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…
It’s been a long time since I’ve written about Fairfax Financial. Last time was in October 2011 (see here for previous posts). Fairfax recently held their annual shareholder meeting which had some great information about the company, its results, and why it is a good investment. I’ll discuss some of Read more…
For my first post back I want to update the last post I did before my hiatus. On Feb 10, I posted on how well the MLP sector did in January, with it being the second best January ever, and that good early year performance usually leads to strong results Read more…
Just wanted to update the January effect results for the MLP sector. As I noted in previous posts January tends to be the best performing month for the MLP sector. January 2013 ended up being the 2nd best January for MLPs ever, with a total return of 12.6% Here is Read more…