Research notes
Practical explanations of quantitative investing methods, assumptions, and evidence.
Featured research
Growth investing has been extremely profitable with growth funds such as Cathie Wood’s ARK Innovation ETF (ARKK) surging over 200% over the last year. The performance of growth funds have been attributed to disruptive growth stocks that ar…
By now, you’ve probably heard of GameStop $GME, the hottest stock in the market right now. We know that many people are betting against $GME and shorting the stock. Don’t take it from us – Bloomberg reported that while Gamestop’s shares ou…
As we enter 2021, I’ve been reflecting on my portfolio's performance over the last year, thinking about the decisions that went well and the areas that I could improve on to become a better investor going forward. In this article, I’m …
One of the key benefits of ETF investing is allowing investors to have exposure to multiple asset classes such as stocks, bonds, real estate and commodities. By placing uncorrelated bets across different asset classes, investors are able t…
Hi everyone, I am very excited to share a new feature which allows you to view the signals generated by your trading strategy in your backtest results. This feature would bring greater transparency to your backtests allowing you to unde…
Ed Seykota, one of the market wizards behind computerized systems trading, turned $5,000 into $15 million in 12 years. He is a strong believer in trend following and uses a breakout trading system to enter trades when momentum is in his…
Yes, this is a snapshot of my Interactive Brokers account. If you are an investor in the stock market, this year has been quite the ride for you. The market plunged 35% within a span of a single month from February to March this year. S…
Have you ever tried an investment strategy that was highly recommended, yet decided to quit once you started losing money? I know I have. A buddy of mine who used to work at a hedge fund was preaching to me about his insane portfolio…
A friend recently highlighted to me that when he ran a backtest on PyInvesting with both US and Hong Kong stocks, the backtester did not account for the currency differences. As a result, the simulated portfolio’s performance was incorrect…
Hi everyone, I will be on the Dr Wealth Early Retirement Masterclass webinar tonight at 7:30PM doing a guest presentation of how you can use PyInvesting to go live with your investment strategy on the cloud. We will be covering…
Do you happen to know that one guy who only invests a single stock because it is the hottest stock in the market? This guy is usually the loudest person in the room and will always brag about how much money he made just dumping his entire …
When it comes to investing, every investor has their own personal tastes and preferences. Investors approaching retirement tend to be more conservative and prefer strategies with lower risks while young working adults usually have a higher…