January 1, 2016

Momentum Investing with Equities Lab

Price momentum is widely cited as a factor in stock selection, though I am not a natural born believer. Purchasing something because it has become more expensive does not put me at ease. A blog post at alphaarchitect.com [1] was recently published that cited how price momentum with small changes offers favourable returns.…

January 1, 2016

Value Investing with Equities Lab

Overview

A very simple stocker is presented that very effectively produces value-based stock returns. The screener, with realistic assumptions, produces 25% annualized returns with a standard deviation of 26% from 1995 to 2015, as backtested in Equities Lab.

Background

Value investing is a framework of investing that selects stocks that have low prices compared to their intrinsic value [1].

March 18, 2015

Value Investing With Equities Lab

Overview

A very simple stocker is presented that very effectively produces value-based stock returns. The screener, with realistic assumptions, produces 25% annualized returns with a standard deviation of 26% from 1995 to 2015, as backtested in Equities Lab.

Background

Value investing is a framework of investing that selects stocks that have low prices compared to their intrinsic value [1].…