Sentences with phrase «simple quantitative strategy»

The portfolio is a simple quantitative strategy and begins by screening the S&P 500 for stocks yielding greater than 4 %.

-LSB-...] Benjamin Graham's simple quantitative strategies over the 37 years he since he described it (Examining Benjamin Graham's Record: Skill Or Luck?).

Last week I wrote about the performance of one of Benjamin Graham's simple quantitative strategies over the 37 years he since he described it (Examining Benjamin Graham's Record: Skill Or Luck?).

Not exact matches

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.

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 investmentquantitative value investment strategies.

Second, and importantly, I don't believe that every investment strategy can be boiled down to a fairly simple mathematical / quantitative approximation.

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 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 them.

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 investmentquantitative value investment strategies.

I'm going to follow my simple quantitative model — the Graham net current asset value strategy — and take some positions in Japanese net nets.

James Montier, author of the essay Painting By Numbers: An Ode To Quant, which I use as the justification for simple quantitative investing, authored an article in September 2008 specifically dealing with net nets as a global investment strategy: Graham» s net - nets: outdated or outstanding?

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.

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.

These strategies will always involve math, but even if the math is extremely simple, I still believe the strategy can be called quantitative.

In Quantitative Value we backtest a strategy Graham suggested in the 1976 Medical Economics Journal titled «The Simplest Way to Select Bargain Stocks.»

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 investmentquantitative value investment strategies.

I show the profitability model to make a simple but important point: The use of statistics to guide strategy and operational decisions only becomes valuable when deep contextual knowledge of an industry and its problems is combined with quantitative competence and the ability to effectively communicate results.