DYNAM JAPAN HOLDINGS Co., Ltd. recently came up on the Quant Investing screener's weekly list of companies with improving fundamentals which means it has an improving Piotroski F-Score. Over the past week DYNAM JAPAN HOLDINGS Co., Ltd. F-Score increased from 6 to 9. What is the Piotroski F-Score? The [...]
Have you ever wondered how much you should invest in each stock in your portfolio ? also called position sizing? You can of course just say I want to diversify my portfolio over 15 to 30 companies, divide the amount you want to invest by that number and invest the [...]
This article is a part of the February issue of the Quant Value newsletter where I gave readers an idea of how to investment in 2018. You know I do not make forecasts. In spite of it being a complete waste of time to even look at them, as numerous [...]
Recently, I read ?Hedge Hogging? by the late Barton Biggs. It was picked up from a local 2nd hand book store ? and I?m delighted to say it was a true value find. Barton Biggs had an illustrious history as a value investor. His father was a professional investor [...]
Are you a low price to book or Magic Formula value investor? If you are you will definitely find this article, sent to me by one of our subscribers - Piero Marotta from Italy - of interest. Piero has come up with an interesting investment strategy which combines a low [...]
Has a friend ever forced you to read a book? It happened to me and I was glad he did because it showed me a better momentum indicator (exponential regression) that we immediately added to the screener. The book he forced me to read is: Stocks on the Move: Beating [...]
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 he set out to [...]
2016 was a rather boring investment year that turned out surprisingly profitable if you used the strategies that worked. I largely missed the best strategies boat as my portfolio was over 60% in cash throughout the year. In spite of that I was still able to earn a respectable 5%. [...]
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 step guide In this [...]
I am sure you have heard of the Magic Formula investing, if not here is a quick summary. It is an investing strategy was explained in the excellent book by Joel Greenblatt called ?The little book that still beats the market? and it helps you find good quality companies that [...]
