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How to invest money wisely
The easiest way to do this is to invest in an index fund (such as SPY, or IWM). This will give you market like performance (almost exactly, minus a fraction of a percent), market like risk, and almost zero brain…
Why do quantitative investment?
Quantitative investment is quite a mouthful – seven syllables. Why is it even worth caring about? We’re going to break it down into manageable pieces Why do we invest? Investment is the art of forgoing current pleasure to gain something…
Two bad days in a row
Two bad days in a row seem to be bad news… at least when rebalanced quarterly, or bi-monthly. Here we also limit it to stocks with a market cap over $1 billion, so that the large number of smaller stocks…
Putting Piotroski to the Test
Sector Booting using SCTR
Can we boost performance by getting rid of a couple of bad industries? Certainly. Can we do it via the SCTR? Maybe. The best case: what future prediction can bring Before we get started, we want to understand what perfect…
What does “S&P-like” mean, anyways?
In a previous article, we compared the S&P 500 index to an EquitiesLab macro, issandplike. Our goal was to analyze the S&P’s value, by comparing the official index’s performance with a collection of similar stocks. But what does “similar” mean…
