Update: (May 14,2013) We launched a newsletter at the end of August 2012 that lists the stock picks of the small-cap strategy discussed in this article......
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July 15 - Quantitative Investing - Comments
Yesterday I looked at James Montier’s 2006 paper The Little Note That Beats The Market and his view that investors would struggle to implement the Magic......
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May 9 - Quantitative Investing - Comments
Mark Carhart used to run the Goldman Sachs Asset Management with Ray Iwanowski. Goldman’s flagship Global Alpha hedge fund lost almost 40% in 2007 and......
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February 11 - Quantitative Investing - Comments
Sector Rotation Investing is a strategy used by many market professionals to beat the market. Stocks in a given sector usually have very high correlations......
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December 28 - Quantitative Investing - Comments
Insider Monkey, your source for free insider trading data, showed that the Vice Fund (VICEX) didn’t have any alpha during the past 5 years. Large management......
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December 27 - Quantitative Investing - Comments
The Efficient Market Hypothesis is like Japanese centenarians- they’ve been dead for more than a decade or two but still listed as “alive” in......
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December 14 - Quantitative Investing - Comments
The most common way to determine if stock market returns are overpriced or cheap is to use P/E ratios. The two schools of thought include that of ......
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October 12 - Quantitative Investing - Comments
