Portfolio , Quant Investing

Putting together quant portfolios

One of the more overlooked areas of quantitative investing is how to integrate quant strategies into a diversified portfolio. Let’s look at a few of the issues involved and some possible solutions. I’ve discussed the big allocation decision already, i.e. how much to put into quant strategies vs bonds already. I think this decision should be primarily driven by how much…

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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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