Quant Investing


All of the QuantPulse portfolios and books have been updates for members as of yesterday,  January 20, 2019 . Also, all the performance figures have been updated. To learn more about the QuantPulse service or subscribe, see  this introduction . For 2019 I’ve added options to allow subscriptions to individual strategies . This is a great way for beginners to become familiar with quant strategies without spending too much and also good for experience quants who know what works for them. Now, on to the update.

Performance for the 4-week period ending Jan 18, 2019, saw a very nice bounce back and outperformed the SP500 over the period. Over the 4 week period, 10 stock and 25 stock portfolios were up 12.6% and 11.4% respectively, compared to 10.7% for the SP500. It was a nice snap back from very oversold conditions. For the year (2019 YTD), the average of the portfolios is also outperforming the SP500, with the pure value (VC2) and the Trending Value (TV2) strategies leading the way in performance. It’s nice to see deep value strategies leading the way. Will 2019 finally be the year that value starts outperforming again, after so many years of underperformance? That would be a nice outcome for most the quant strategies which are primarily value based.

That’s about it for this update. It’s been a nice start to 2019 but the market is not out of the woods yet. We’ll see where we go from here.

Let me know if you have any questions.

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