Sentences with phrase «quantitative value strategy»
Continuing the quantitative value investment theme I've been trying to develop over the last week or so, I present my definition of a simple quantitative value strategy: net nets.
https://greenbackd.com/
The Quantitative Value strategy was modestly more volatile (beta of 1.2) and had slightly larger maxmimum drawdowns -LRB--6.0 % vs. -4.4 %).
An article about how traditional active stock management is dying because computers are better and cheaper, cites a simple quantitative value strategy compiled by Kenneth French, the Roth Family Distinguished Professor of Finance.
Not exact matches
Wes and I tested the strategy and outlined the results in Quantitative Value.
Posted in About, Behavioral economics, Strategy, tagged Joel Greenblatt, Magic Formula, Quantitative Value Book on March 12, 2013 18 Comments»
Posted in Contrarian investment, Quantitative investment, Strategy, Value Investment, tagged Joel Greenblatt, Magic Formula, Robert Novy - Marx on March 19, 2013 3 Comments»
We then independently backtest each method, and strategy, and combine the best into a new quantitative value investment model.
In Quantitative Value, we conduct an examination into existing industry and academic research into a variety of fundamental value investing methods, and simple quantitative value investmentQuantitative Value, we conduct an examination into existing industry and academic research into a variety of fundamental value investing methods, and simple quantitative value investment strateValue, we conduct an examination into existing industry and academic research into a variety of fundamental value investing methods, and simple quantitative value investment stratevalue investing methods, and simple quantitative value investmentquantitative value investment stratevalue investment strategies.
Graham & Dodd advise a number of strategies to find value stocks, ranging from qualitative factors like identifying industry trends and a company's management team to quantitative factors like book value, P / E ratio, and sales - to - price.
Posted in About, Behavioral economics, Quantitative investment, Strategy Tagged Strategy, Value Investment 5 Comments
The ValueShares US Quantitative Value (QVAL) strategy seeks long - term capital appreciation by investing in a concentrated portfolio of 40 or so US exchange traded stocks of larger capitalizations, which the adviser determines to be undervalued but possess strong economic moats and financial strength.
The authors of Quantitative Value and the adviser of QVAL believe that the strategy becomes the checklist.
Posted in About, Behavioral economics, Contrarian investment, Strategy Tagged Quality, Quantitative Value Book, Warren Buffett 5 Comments
Posted in About, Behavioral economics, Quantitative investment, Stocks, Strategy Tagged James Montier, Joel Greenblatt, Value investing 2 Comments
Posted in Contrarian investment, Strategy, Value Investment, Warren Buffett Tagged Joel Greenblatt, Quantitative Value Book, The Little Book That Beats The Market 4 Comments
The International Value Equity strategy uses fundamental research to identify a portfolio of 50 - 80 stocks believed to be undervalued by the market (and thus have a lower price than their true worth) with portfolio construction driven by a quantitative risk - scoring framework.
The Quantitative Momentum Investing Philosophy Expanding the Efficient Frontier with Value and Momentum Strategies
John Authers concludes «buying into funds that keep costs low by following disciplined quantitative strategies to invest in value, high dividend, or small - cap stocks, or to harness the momentum effect, looks like a great idea».
Cornerstone Value Fund Portfolio Manager Brian Peery discusses the Fund's quantitative investment strategy, which seeks large, widely held dividend - yielding companies.
Equities includes single country, regional and global funds, small and mid-cap funds, growth, value and quantitative strategies, and defensive strategies to reduce market risk.
Posted in About, Behavioral economics, Strategy Tagged Joel Greenblatt, Magic Formula, Quantitative Value Book 18 Comments
We examine the best way to structure our findings into a cohesive strategy, and then backtest the resulting quantitative value model.
In Quantitative Value we begin our investigation by examining two simple quantitative value investment strategies: one suggested by the great value investor and philosopher Benjamin Graham, and the other Joel Greenblatt's Magic Formula, and ask if there are simple ways to improvQuantitative Value we begin our investigation by examining two simple quantitative value investment strategies: one suggested by the great value investor and philosopher Benjamin Graham, and the other Joel Greenblatt's Magic Formula, and ask if there are simple ways to improve upon Value we begin our investigation by examining two simple quantitative value investment strategies: one suggested by the great value investor and philosopher Benjamin Graham, and the other Joel Greenblatt's Magic Formula, and ask if there are simple ways to improvquantitative value investment strategies: one suggested by the great value investor and philosopher Benjamin Graham, and the other Joel Greenblatt's Magic Formula, and ask if there are simple ways to improve upon value investment strategies: one suggested by the great value investor and philosopher Benjamin Graham, and the other Joel Greenblatt's Magic Formula, and ask if there are simple ways to improve upon value investor and philosopher Benjamin Graham, and the other Joel Greenblatt's Magic Formula, and ask if there are simple ways to improve upon them.
Posted in About, Book, Catalysts, Contrarian investment, Strategy Tagged Book, Quantitative Value 95 Comments
Posted in About, Behavioral economics, Quantitative investment, Quantitative Value Book, Strategy, Value Investment, tagged Benjamin Graham, Charlie Munger, Quantitative Value Book, Warren Buffett on January 9, 2013 22 Comments»
They launch their first ETF aptly called Alpha Architect's Quantitative Value (QVAL) on 20 October, which will follow the strategy outlined in the book.
Among investors, he is best known for his pioneering work in quantitative analysis, described in his book What Works on Wall Street: A Guide to the Best - Performing Investment Strategies of All Time, and which sought to finally answer the question of what works best — value or growth investing.
Posted in About, Behavioral economics, Quantitative investment, Quantitative Value Book, Strategy, Value Investment Tagged Benjamin Graham, Charlie Munger, Quantitative Value Book, Warren Buffett 22 Comments
Posted in About, Behavioral economics, Quantitative investment, Strategy, tagged Strategy, Value Investment on June 11, 2012 5 Comments»
Posted in About, Behavioral economics, Contrarian investment, Quantitative investment, Strategy, tagged Apple Inc. (NASDAQ: AAPL), Quantitative Value Book on April 24, 2013 4 Comments»
Wes and I tested the strategy and outlined the results in Quantitative Value.
We looked at the performance of Graham's simple strategy in Quantitative Value.
In Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors Wes and I discuss in detail industry and academic research into a variety of improved fundamental value investing methods, and simple quantitative value investmentQuantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors Wes and I discuss in detail industry and academic research into a variety of improved fundamental value investing methods, and simple quantitative value investment strateValue: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors Wes and I discuss in detail industry and academic research into a variety of improved fundamental value investing methods, and simple quantitative value investment stratevalue investing methods, and simple quantitative value investmentquantitative value investment stratevalue investment strategies.
Robert Litterman, managing director and head of quantitative resources, said strategies such as those which focus on price rises in cheaply - valued stocks, which latch onto market momentum or which trade currencies, had become very crowded.
I'm going to follow my simple quantitative model — the Graham net current asset value strategy — and take some positions in Japanese net nets.
Posted in Behavioral economics, Quantitative investment, Strategy, Value Investment, tagged Quantitative, Value investing on August 31, 2012 9 Comments»
We begin our investigation by examining two simple quantitative value investment strategies: one suggested by the great value investor and philosopher Benjamin Graham, and the other Joel Greenblatt's Magic Formula, and ask if there are simple ways to improve upon them.
He is best known as the author of the websites The Acquirer's Multiple ® and Greenbackd, and the books Concentrated Investing: Strategies of the World's Greatest Concentrated Value Investors (2016, Wiley Finance), Deep Value: Why Activists Investors and Other Contrarians Battle for Control of Losing Corporations (2014, Wiley Finance), and Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors (2012, Wiley Finance).
I like where you are going with your book idea on quantitative value investing strategies.
Posted in About, Quantitative investment, Strategy Tagged Benjamin Graham, Value investing 6 Comments
Part 3 surveys the main approaches to value investing, with an emphasis on quantitative strategies.
At the core of my strategy is Graham and Schloss» quantitative methods for valuing stocks.
Posted in About, Behavioral economics, Quantitative investment, Strategy, Value Investment Tagged Quantitative Value Book Leave a Comment
Posted in Behavioral economics, Quantitative investment, Strategy, Value Investment Tagged AQR, Cliff Asness, Shiller PE 11 Comments
The phenomenal Zero Hedge has an article, Goldman Claims Momentum And Value Quant Strategies Now Overcrowded, Future Returns Negligible, discussing Goldman Sachs head of quantitative resources Robert Litterman's view that «strategies such as those which focus on price rises in cheaply - valued stocks... [have] become very crowded» since August 2007 and therefore unpStrategies Now Overcrowded, Future Returns Negligible, discussing Goldman Sachs head of quantitative resources Robert Litterman's view that «strategies such as those which focus on price rises in cheaply - valued stocks... [have] become very crowded» since August 2007 and therefore unpstrategies such as those which focus on price rises in cheaply - valued stocks... [have] become very crowded» since August 2007 and therefore unprofitable.
Posted in About, Behavioral economics, Quantitative investment, Stocks, Strategy, Value Investment, tagged Dylan Grice, Joel Greenblatt, Magic Formula, Value investing on May 16, 2012 4 Comments»
In Quantitative Value we backtest a strategy Graham suggested in the 1976 Medical Economics Journal titled «The Simplest Way to Select Bargain Stocks.»
Posted in About, Book, Catalysts, Contrarian investment, Strategy, tagged Book, Quantitative Value on December 26, 2012 95 Comments»
Posted in Contrarian investment, Strategy, Value Investment, Warren Buffett, tagged Joel Greenblatt, Quantitative Value Book, The Little Book That Beats The Market on March 5, 2013 4 Comments»
In Quantitative Value, we conduct an examination into existing industry and academic research into a variety of fundamental value investing methods, and simple quantitative value investmentQuantitative Value, we conduct an examination into existing industry and academic research into a variety of fundamental value investing methods, and simple quantitative value investment strateValue, we conduct an examination into existing industry and academic research into a variety of fundamental value investing methods, and simple quantitative value investment stratevalue investing methods, and simple quantitative value investmentquantitative value investment stratevalue investment strategies.