quantitative investing

3 min read 2021-04-30 00:52:03

Momentum in individual stock quant strategies

One of the challenges of using a quantitative approach to investing in individual stocks is choosing the actual strategies to use among of sea of

4 min read 2021-01-20 17:19:37

This post updates the quant strategies performance through year end 2020. The 2019 version of the post is here. If you’re new to all this quant

3 min read 2020-08-11 15:10:49

In today’ post, I’ll formally outline a model I’ve alluded to several times in the past, the VOL-COMP model. The model is a combination of the

4 min read 2020-01-15 23:00:45

This post updates the quant strategies performance through year end 2019. The 2018 version of the post is here. If you’re new to all this quant

5 min read 2019-12-20 19:57:31

Update: added comparison to SPY-COMP. This post introduces a quant trading model based on volatility. More specifically it uses the prices of

3 min read 2019-12-04 18:10:44

Back in March of this year I posted about a low volatility quant strategy that I added to the QuantPulse subscription. In that post I mentioned a

2 min read 2019-07-28 17:00:47

This is my last post in the three part series on TAA bond portfolios before I get back to the equity side of things. Today I wanted to look at a way

2 min read 2019-03-20 18:11:31

In this post I describe a simple low volatility quant strategy that outperforms the market and another strategy that combines low volatility with

1 min read 2019-01-21 19:27:11

All of the QuantPulse portfolios and books have been updates for members as of yesterday, January 20, 2019. Also, all the performance figures have

1 min read 2019-01-18 02:47:32

This post updates the quant strategies performance through year end 2018. For this year I decided to combine the 2018 year end performance and the

1 min read 2018-10-28 21:55:26

** Instead of sending a monthly email to QuantPulse Members I’ve decided to try the monthly post method. There is nothing really secret here that

1 min read 2018-10-03 16:28:58

In today’s post I present Q3 2018 performance stats for the various quant strategies that are part of my new Quant Edge Service. The strategies are

1 min read 2018-09-03 19:20:13

An optimized, risk-managed approach to quant investing If you’re reading this, you’re interested in learning and more about and using

1 min read 2018-08-03 19:27:33

This is a long overdue book keeping post updating statistics for the various portfolios that I track. All portfolio stats were gather

1 min read 2018-06-20 19:08:38

My apologies for the lack of posting recently. I’ve had many life changes recently. You may know already, but my wife and I recently moved to the