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May 26, 2017

The best investment strategy in Europe 2000 to 2014

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

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 [...]

February 20, 2017

Your absolute best strategy in 2016

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

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 [...]

February 20, 2017

How to implement the Magic Formula investment strategy

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

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 [...]

November 10, 2016

This is how we select ideas for the Quant Value newsletter

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

    “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 [...]

November 9, 2016

Your best strategy in 2016… up till Q3

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

    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 [...]

October 27, 2016

Meet the quant investor and developer of the market avalanche detector

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

    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 [...]

October 13, 2016

These cheap companies have good fundamental momentum – F-Score

By | 2017-05-19T15:10:22+00:00 October 13th, 2016|

    If I have not yet convinced you that the Piotroski F-Score can improve your investment returns I am not sure what more I can do. For example, in this article I showed you how the Piotroski F-Score improved the average returns of 13 investment strategies by over 200% over 12 [...]

September 18, 2016

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

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

    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 [...]