Keep it sweet and simple. That’s the fit-for-publishing version of KISS. And it is critical for being successful in the long term with quant investing. The biggest mistake I see new quant investors make is over complicating things. This just leads to failure. By focusing on a few high impact Read more…
Time for the part 3 of the series on using economic indicators to time the market. In this post I’ll add a simple extension to the models analyzed in Part 2. If you haven’t read the first two posts you won’t understand this one. I’m just extending the model to Read more…
In my last post I looked at using the change in trend of the unemployment rate as a market timing indicator. The results were impressive to say the least – almost a doubling of risk adjusted returns over buy and hold. In this post I want to make the analysis Read more…