Using dividends to cushion against market gyrations

Early in 2013 I presented a quantitative strategy based on dividend paying stocks from OShaughnessy’s What Works On Wall Street. The Enhanced Dividend Yield strategy. The strategy provides market beating returns, higher sharpe ratios, and a healthy dividend stream. One of the best things about this strategy is it’s high stick-to-it-iveness. That’s a highly technical financial term that means that…

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Portfolio , Quant Investing

Quantitative Investing – Enhanced Dividend Yield

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 not as good as the strategies I’ve presented previously it…

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