Value Investing Strategy (Strategy Overview)
Allocations for March 2023 (Final)
Cash TLT LQD SPY
Momentum Investing Strategy (Strategy Overview)
Allocations for March 2023 (Final)
1st ETF 2nd ETF 3rd ETF
Evolution of Quantitative Stock Investing
October 15, 2018 • Posted in Equity Premium, Momentum Investing, Sentiment Indicators, Size Effect, Value Premium, Volatility Effects
Quantitative investing involves disciplined rule-based approaches to help investors structure optimal portfolios that balance return and risk. How has such investing evolved? In their June 2018 paper entitled “The Current State of Quantitative Equity Investing”, Ying Becker and Marc Reinganum summarize key developments in the history of quantitative equity investing. Based on the body of research, they conclude that: (more…)
Please log in or subscribe to continue reading...
Gain access to hundreds of premium articles, our momentum strategy, full RSS feeds, and more! Learn more