Why does past rank ever change?
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Creating long short portfolios
Creating Long Short Portfolios in Equities Lab Shorting stocks is hard to do profitably. Very hard. That said, adding a short component to portfolios can reduce drawdown. Long/Short portfolios are also useful to see if factors are important for good investment performance. Using the islongshort macro To model a long/short portfolio with maximum control, use…
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Factor Analysis
Factor backtesting in Equities Lab is easy, and revealing. Here we analyze the factor total assets / sales, chosen at random because it is late at night when I wrote this article:-). We see that fewer assets are better: the two best performing quintiles are the lowest ones. If you like numbers better than pretty…
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Changing the Benchmark
Equities Lab Learn how to benchmark your strategy versus various benchmarks, ranging from indexes, to stocks and other strategies. Imagine you have a large cap screen Cutting to the chase, imagine you have a simple screen that finds reasonable large cap companies. That screen is literally “import ohlson_o_score < -3 and mc > 10b” Click…
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How to use ranking
Intuitively, most investors would assume that consistent growth in free cash flow within a company, would result in a high performing stock. Well today we’re going to test out that theory with the “Free Cash Flow Growth Leaders Stock Screener”. With this screener, we’re looking for: · Large and stable companies; companies that have a…
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Guys, you’re being too selective with your screener
It isn’t uncommon for one of our users to call us up and ask for help. There have even been times when I will help a client at their site to get them up and running, along with follow-up information. In the past two years of working in this industry, I have noticed one major…
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Creating Your Own Score
Most anytime we analyze a company or build a screen; we use a number of scores that are pre-built in the Equities Lab system. These scores are tried and tested, but they lack that personal touch. I think it’s time we learned how to build our own scores within the software.…
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Survivorship Bias – How does it work?
I was recently lurking around an online investment forum when the following post came up related to survivorship bias – “I recently ran an experiment where I generated random 7 to 50-stock portfolios from the 500 largest U.S. traded companies and measured their performance over the past 10 years. All of the randomly selected portfolios…
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Monte Carlo Simulation – Advanced Investing
Monte Carlo Simulation As investors, we all know that each investment we make comes with a certain amount of risk. We can decrease this risk by understanding all possible outcomes just like at the buffalo lightning slot game. Better yet, we can visualize each outcome through the use of a Monte Carlo Simulation.…
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Simulating a Short Strategy
Shorting in Equities Lab Before, if you wanted to test out a short strategy, you’d have to run your screen and hope that it loses money. That’s now changed thanks to our new “position_weights” feature where you are able to finally simulate a short strategy more closely and identify if your strategy really does make…
Creating long short portfolios
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Factor Analysis
Factor backtesting in Equities Lab is easy, and revealing. Here we analyze the factor total assets / sales, chosen at random because it is late at night when I wrote this article:-). We see that fewer assets are better: the two best performing quintiles are the lowest ones. If you like numbers better than pretty…
-
Changing the Benchmark
Equities Lab Learn how to benchmark your strategy versus various benchmarks, ranging from indexes, to stocks and other strategies. Imagine you have a large cap screen Cutting to the chase, imagine you have a simple screen that finds reasonable large cap companies. That screen is literally “import ohlson_o_score < -3 and mc > 10b” Click…
-
How to use ranking
Intuitively, most investors would assume that consistent growth in free cash flow within a company, would result in a high performing stock. Well today we’re going to test out that theory with the “Free Cash Flow Growth Leaders Stock Screener”. With this screener, we’re looking for: · Large and stable companies; companies that have a…
-
Guys, you’re being too selective with your screener
It isn’t uncommon for one of our users to call us up and ask for help. There have even been times when I will help a client at their site to get them up and running, along with follow-up information. In the past two years of working in this industry, I have noticed one major…
-
Creating Your Own Score
Most anytime we analyze a company or build a screen; we use a number of scores that are pre-built in the Equities Lab system. These scores are tried and tested, but they lack that personal touch. I think it’s time we learned how to build our own scores within the software.…
-
Survivorship Bias – How does it work?
I was recently lurking around an online investment forum when the following post came up related to survivorship bias – “I recently ran an experiment where I generated random 7 to 50-stock portfolios from the 500 largest U.S. traded companies and measured their performance over the past 10 years. All of the randomly selected portfolios…
-
Monte Carlo Simulation – Advanced Investing
Monte Carlo Simulation As investors, we all know that each investment we make comes with a certain amount of risk. We can decrease this risk by understanding all possible outcomes just like at the buffalo lightning slot game. Better yet, we can visualize each outcome through the use of a Monte Carlo Simulation.…
-
Simulating a Short Strategy
Shorting in Equities Lab Before, if you wanted to test out a short strategy, you’d have to run your screen and hope that it loses money. That’s now changed thanks to our new “position_weights” feature where you are able to finally simulate a short strategy more closely and identify if your strategy really does make…
Factor Analysis
-
Changing the Benchmark
Equities Lab Learn how to benchmark your strategy versus various benchmarks, ranging from indexes, to stocks and other strategies. Imagine you have a large cap screen Cutting to the chase, imagine you have a simple screen that finds reasonable large cap companies. That screen is literally “import ohlson_o_score < -3 and mc > 10b” Click…
-
How to use ranking
Intuitively, most investors would assume that consistent growth in free cash flow within a company, would result in a high performing stock. Well today we’re going to test out that theory with the “Free Cash Flow Growth Leaders Stock Screener”. With this screener, we’re looking for: · Large and stable companies; companies that have a…
-
Guys, you’re being too selective with your screener
It isn’t uncommon for one of our users to call us up and ask for help. There have even been times when I will help a client at their site to get them up and running, along with follow-up information. In the past two years of working in this industry, I have noticed one major…
-
Creating Your Own Score
Most anytime we analyze a company or build a screen; we use a number of scores that are pre-built in the Equities Lab system. These scores are tried and tested, but they lack that personal touch. I think it’s time we learned how to build our own scores within the software.…
-
Survivorship Bias – How does it work?
I was recently lurking around an online investment forum when the following post came up related to survivorship bias – “I recently ran an experiment where I generated random 7 to 50-stock portfolios from the 500 largest U.S. traded companies and measured their performance over the past 10 years. All of the randomly selected portfolios…
-
Monte Carlo Simulation – Advanced Investing
Monte Carlo Simulation As investors, we all know that each investment we make comes with a certain amount of risk. We can decrease this risk by understanding all possible outcomes just like at the buffalo lightning slot game. Better yet, we can visualize each outcome through the use of a Monte Carlo Simulation.…
-
Simulating a Short Strategy
Shorting in Equities Lab Before, if you wanted to test out a short strategy, you’d have to run your screen and hope that it loses money. That’s now changed thanks to our new “position_weights” feature where you are able to finally simulate a short strategy more closely and identify if your strategy really does make…
Changing the Benchmark
-
How to use ranking
Intuitively, most investors would assume that consistent growth in free cash flow within a company, would result in a high performing stock. Well today we’re going to test out that theory with the “Free Cash Flow Growth Leaders Stock Screener”. With this screener, we’re looking for: · Large and stable companies; companies that have a…
-
Guys, you’re being too selective with your screener
It isn’t uncommon for one of our users to call us up and ask for help. There have even been times when I will help a client at their site to get them up and running, along with follow-up information. In the past two years of working in this industry, I have noticed one major…
-
Creating Your Own Score
Most anytime we analyze a company or build a screen; we use a number of scores that are pre-built in the Equities Lab system. These scores are tried and tested, but they lack that personal touch. I think it’s time we learned how to build our own scores within the software.…
-
Survivorship Bias – How does it work?
I was recently lurking around an online investment forum when the following post came up related to survivorship bias – “I recently ran an experiment where I generated random 7 to 50-stock portfolios from the 500 largest U.S. traded companies and measured their performance over the past 10 years. All of the randomly selected portfolios…
-
Monte Carlo Simulation – Advanced Investing
Monte Carlo Simulation As investors, we all know that each investment we make comes with a certain amount of risk. We can decrease this risk by understanding all possible outcomes just like at the buffalo lightning slot game. Better yet, we can visualize each outcome through the use of a Monte Carlo Simulation.…
-
Simulating a Short Strategy
Shorting in Equities Lab Before, if you wanted to test out a short strategy, you’d have to run your screen and hope that it loses money. That’s now changed thanks to our new “position_weights” feature where you are able to finally simulate a short strategy more closely and identify if your strategy really does make…
How to use ranking
-
Guys, you’re being too selective with your screener
It isn’t uncommon for one of our users to call us up and ask for help. There have even been times when I will help a client at their site to get them up and running, along with follow-up information. In the past two years of working in this industry, I have noticed one major…
-
Creating Your Own Score
Most anytime we analyze a company or build a screen; we use a number of scores that are pre-built in the Equities Lab system. These scores are tried and tested, but they lack that personal touch. I think it’s time we learned how to build our own scores within the software.…
-
Survivorship Bias – How does it work?
I was recently lurking around an online investment forum when the following post came up related to survivorship bias – “I recently ran an experiment where I generated random 7 to 50-stock portfolios from the 500 largest U.S. traded companies and measured their performance over the past 10 years. All of the randomly selected portfolios…
-
Monte Carlo Simulation – Advanced Investing
Monte Carlo Simulation As investors, we all know that each investment we make comes with a certain amount of risk. We can decrease this risk by understanding all possible outcomes just like at the buffalo lightning slot game. Better yet, we can visualize each outcome through the use of a Monte Carlo Simulation.…
-
Simulating a Short Strategy
Shorting in Equities Lab Before, if you wanted to test out a short strategy, you’d have to run your screen and hope that it loses money. That’s now changed thanks to our new “position_weights” feature where you are able to finally simulate a short strategy more closely and identify if your strategy really does make…
Guys, you’re being too selective with your screener
-
Creating Your Own Score
Most anytime we analyze a company or build a screen; we use a number of scores that are pre-built in the Equities Lab system. These scores are tried and tested, but they lack that personal touch. I think it’s time we learned how to build our own scores within the software.…
-
Survivorship Bias – How does it work?
I was recently lurking around an online investment forum when the following post came up related to survivorship bias – “I recently ran an experiment where I generated random 7 to 50-stock portfolios from the 500 largest U.S. traded companies and measured their performance over the past 10 years. All of the randomly selected portfolios…
-
Monte Carlo Simulation – Advanced Investing
Monte Carlo Simulation As investors, we all know that each investment we make comes with a certain amount of risk. We can decrease this risk by understanding all possible outcomes just like at the buffalo lightning slot game. Better yet, we can visualize each outcome through the use of a Monte Carlo Simulation.…
-
Simulating a Short Strategy
Shorting in Equities Lab Before, if you wanted to test out a short strategy, you’d have to run your screen and hope that it loses money. That’s now changed thanks to our new “position_weights” feature where you are able to finally simulate a short strategy more closely and identify if your strategy really does make…
Creating Your Own Score
-
Survivorship Bias – How does it work?
I was recently lurking around an online investment forum when the following post came up related to survivorship bias – “I recently ran an experiment where I generated random 7 to 50-stock portfolios from the 500 largest U.S. traded companies and measured their performance over the past 10 years. All of the randomly selected portfolios…
-
Monte Carlo Simulation – Advanced Investing
Monte Carlo Simulation As investors, we all know that each investment we make comes with a certain amount of risk. We can decrease this risk by understanding all possible outcomes just like at the buffalo lightning slot game. Better yet, we can visualize each outcome through the use of a Monte Carlo Simulation.…
-
Simulating a Short Strategy
Shorting in Equities Lab Before, if you wanted to test out a short strategy, you’d have to run your screen and hope that it loses money. That’s now changed thanks to our new “position_weights” feature where you are able to finally simulate a short strategy more closely and identify if your strategy really does make…
Survivorship Bias – How does it work?
-
Monte Carlo Simulation – Advanced Investing
Monte Carlo Simulation As investors, we all know that each investment we make comes with a certain amount of risk. We can decrease this risk by understanding all possible outcomes just like at the buffalo lightning slot game. Better yet, we can visualize each outcome through the use of a Monte Carlo Simulation.…
-
Simulating a Short Strategy
Shorting in Equities Lab Before, if you wanted to test out a short strategy, you’d have to run your screen and hope that it loses money. That’s now changed thanks to our new “position_weights” feature where you are able to finally simulate a short strategy more closely and identify if your strategy really does make…
Monte Carlo Simulation – Advanced Investing
-
Simulating a Short Strategy
Shorting in Equities Lab Before, if you wanted to test out a short strategy, you’d have to run your screen and hope that it loses money. That’s now changed thanks to our new “position_weights” feature where you are able to finally simulate a short strategy more closely and identify if your strategy really does make…
Simulating a Short Strategy
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