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So far Tim du Toit has created 61 blog entries.

The best investment strategy in Europe 2000 to 2014

Dear Fellow Investor   What investment strategy would have given you the highest returns in Europe over the 13 year period from July 2000 to July 2014? In this article I summarised the master’s thesis of Andreas Hennes (completed at Goethe University Frankfurt am Main on 14 September 2015) where [...]

By | 2017-06-22T15:42:32+00:00 May 26th, 2017|

Your absolute best strategy in 2016

Dear Fellow Investor   2016 was a rather boring investment year that turned out surprisingly profitable if you used the strategies that worked. I missed the boat I largely missed the best strategies boat as my portfolio was over 60% in cash throughout the year. In spite of that I [...]

By | 2017-06-22T15:42:55+00:00 February 20th, 2017|

How to implement the Magic Formula investment strategy

Dear Fellow Investor   You have most likely already know about the Magic Formula investment strategy developed by Joel Greenblatt and described in his excellent book called The Little Book that Still Beats the Market. It is also the book that got me started with quantitative investing.   Your step [...]

By | 2017-06-22T15:43:10+00:00 February 20th, 2017|

This is how we select ideas for the Quant Value newsletter

    “How do you select investment ideas for the newsletter?” is a  question we have received from quite a few subscribers and I thought would also interest you. After all subscribers invest their hard earned money in these ideas.   Step one The first step is to get a [...]

By | 2017-06-22T15:29:17+00:00 November 10th, 2016|

Your best strategy in 2016… up till Q3

    I wanted to send you this article shortly after the end of the third quarter 2016 but, like a lot of things, it slipped my mind. What has worked in 2016 – value is not dead I will get right to the point about what strategy would have [...]

By | 2017-05-19T15:10:22+00:00 November 9th, 2016|

Meet the quant investor and developer of the market avalanche detector

    I recently stumbled onto two unknown investment books, by an unknown author, which I am sure you will also find interesting. The first one is called Quantitative Investing: Strategies to exploit stock market anomalies for all investors. The second one is The Lazy Fundamental Analyst: Applying quantitative techniques to fundamental [...]

By | 2017-05-19T15:10:22+00:00 October 27th, 2016|

How to implement a true microcap strategy that works – data driven

    In March this year Jim O’Shaughnessy (author of What Works on Wall Street) published an interesting research paper called A True Microcap Strategy. The paper made a really convincing argument for investing in microcap companies including returns of 64900% over 45 years (for exact returns continue reading). What [...]

By | 2017-05-19T15:10:22+00:00 September 18th, 2016|

Are you a high dividend investor?

Dear Fellow Investor   Is your high dividend investment strategy based on buying companies with a high dividend yield and high dividend cover? If so you can do a lot better.   In this article I summarise an interesting research paper that found the normal way most investors look at [...]

By | 2017-05-19T15:10:22+00:00 September 8th, 2016|