Search results for Quantitative-Investing

Quant Investing time machine coming – point in time data
27/05/2019
Quant Investing time machine coming – point in time data
Soon we will be adding a point in time historical stock screener database to the Quant Investing stock screener
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These new screener tools will give you even better investment ideas
19/07/2016
These new screener tools will give you even better investment ideas
In this article I want to show you what we have added recently added to the screener and what we are developing and will be available soon.
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Free cash flow Score (FCF Score) added to screener
05/11/2014
Free cash flow Score (FCF Score) added to screener
Looking for a free cash flow quality measure? If so Free Cash Flow Score that we just added to the Quant Investing screener can help you. It combines Free cash flow growth with free cash flow stability.
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Free cash flow yield back test published
05/11/2014
Free cash flow yield back test published
High free cash flow investment strategy back tested, one of the best single ratio strategies we have tested.
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Liquidity (Q.i.) indicator finds neglected (mis-priced) companies
29/07/2014
Liquidity (Q.i.) indicator finds neglected (mis-priced) companies
We just added a new liquidity ratio that lets you find neglected low trading volume companies to the Quant Investing screener.
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Quant stock screener launched
11/07/2014
Quant stock screener launched
Quant-Investing.com is a stock screener tool that helps you find investment ideas world-wide that exactly fit your investment strategy
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The best investment strategy in Europe in 2020 - 19 strategies tested
20/01/2021
The best investment strategy in Europe in 2020 - 19 strategies tested
This article summarises 19 investment strategies in Europe and shows you what investment strategy would have given you the best return in 2020.
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Best Magic Formula investing stock ideas for 2021
06/01/2021
Best Magic Formula investing stock ideas for 2021
Here are the best Magic Formula investing stock ideas for 2021, World-wide in North America, Europe and Asia
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How to find your next double- or triple-digit winner - Webinar
15/12/2020
How to find your next double- or triple-digit winner - Webinar
This webinar gives you all the best best ideas we have on how to find your next double- or triple-digit winning stock - despite all the uncertainty at the moment.
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These were the best investment strategies in the first half of 2020 - 19 strategies tested
16/07/2020
These were the best investment strategies in the first half of 2020 - 19 strategies tested
This article summarises 19 investment strategies and shows you what investment strategy would have given you the best return in the first half of 2020
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How to make use of this historic opportunity in small cap stocks
29/04/2020
How to make use of this historic opportunity in small cap stocks
A historic opportunity may be forming in small cap stocks. Following periods like this historically, small value outperformed large growth by 16.8% per year over the following 10 years.
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Best Magic Formula investing stock ideas for 2020
29/01/2020
Best Magic Formula investing stock ideas for 2020
Here are the best Magic Formula investing stock ideas for 2020, World-wide in North America, Europe and Asia
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How to implement a multi factor quantitative investment strategy
17/05/2019
How to implement a multi factor quantitative investment strategy
This article shows you how to implement a multi factor quantitative investment strategy.
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Magic Formula investment strategy back test (2020 update)
29/10/2018
Magic Formula investment strategy back test (2020 update)
This article shows you the summarised results of all the back tests of the Magic Formula investment strategy I could find.
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Why and how to implement a falling knife investment strategy in your portfolio
10/10/2018
Why and how to implement a falling knife investment strategy in your portfolio
This article shows you exactly why and how to implement a falling knife investment strategy in your portfolio.
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How and why to implement an EBIT to enterprise value investment strategy
05/09/2018
How and why to implement an EBIT to enterprise value investment strategy
Earnings before Interest and Taxes (EBIT) to Enterprise Value (EV) is one of the best valuation ratios you can use to get market beating results. You can compare it to any single ratio, over most time periods, and it will nearly always give you the best returns.
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This simple Microcap investment strategy beats the professionals – Data driven
25/06/2018
This simple Microcap investment strategy beats the professionals – Data driven
This simple Microcap investment strategy, large investors cannot use, beats the market - proven with a +28.2%pa 34 year back test. You can also see exactly how (step by step) to implement it in your portfolio.
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Market Capitalization vs. Enterprise Value – Yield or times ratios – What is the best to use?
24/05/2018
Market Capitalization vs. Enterprise Value – Yield or times ratios – What is the best to use?
Understanding Market Cap, Enterprise Value, EBIT Yield, EBITDA Yield, and P/E can help you make better investing decisions and help you choose the best stocks for your portfolio.
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Does systematic value investing really work? – Data driven backtest
17/05/2018
Does systematic value investing really work? – Data driven backtest
In 2010 two friends finished a research paper they called Systematic Value Investing: Does it really work? to find the best investment strategy in Europe over the 11-years from June 1999 to June 2010
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Truths about stop-losses that nobody wants to believe - Webinar
13/04/2018
Truths about stop-losses that nobody wants to believe - Webinar
This short webinar shows you why and how (step by step) to implement an effective stop loss system in your portfolio.
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This easy to use adjusted slope momentum strategy performed 7 times better than the market
22/03/2018
This easy to use adjusted slope momentum strategy performed 7 times better than the market
Just as Andreas Clenow found when he tested the adjusted slope on the US market we found that the strategy works on companies world-wide.
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More insights from Andreas Clenow author of Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies
16/02/2018
More insights from Andreas Clenow author of Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies
Insightful interview with Andreas Clenow author of Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies
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To hedge or not to hedge - currency risk in your stock portfolio
23/01/2018
To hedge or not to hedge - currency risk in your stock portfolio
Should you hedge currency risk in your portfolio? In article shows you the research and tells you what to do.
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Your absolute best investment strategy in 2017 – nearly everything worked
08/01/2018
Your absolute best investment strategy in 2017 – nearly everything worked
2017 was a really profitable year where just about all of the 19 strategies we tracked would have given you a great return. The highest return was +32.6% and the lowest +16.1%.
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Do TTM or normalized ratios give you higher returns? – data driven
26/10/2017
Do TTM or normalized ratios give you higher returns? – data driven
Do trailing 12 months (TTM) or average ratios, also called normalized ratios - give you higher returns? This article tells you what works best.
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5 star quant fund manager shares secret to his success
31/07/2017
5 star quant fund manager shares secret to his success
In this article a 5 star quant fund manager shares the secret to his investment success
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Your absolute best investment strategy - so far in 2017
11/07/2017
Your absolute best investment strategy - so far in 2017
In spite of the markets nearly everywhere being quite expensive so far in 2017 you could have earned up to 20.5% if you chose the best performing strategy. The absolute best and worse investment strategies were…
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Find companies with an improving Piotroski F-Score – June 2020 update
18/03/2017
Find companies with an improving Piotroski F-Score – June 2020 update
You know that the Piotroski F-Score can improve your investment returns. This article gives you a list of investment ideas of undervalued companies with a good and improving Piotroski F-Score.
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Meet the quant investor and developer of the market avalanche detector
26/10/2016
Meet the quant investor and developer of the market avalanche detector
I recently stumbled onto two unknown quantitative investment books by Fred Piard which I am sure you will also find interesting.
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Meet the inventor and author of dual momentum investing - Gary Antonacci
07/04/2016
Meet the inventor and author of dual momentum investing - Gary Antonacci
This is an interview with Gary Antonacci’s author of Dual Momentum Investing.
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Meet the quantitative investor that retired at 41
31/03/2016
Meet the quantitative investor that retired at 41
This quantitative investor that retired at 41 - meet Paul Novell
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Does the Magic Formula also work in Finland?
09/09/2015
Does the Magic Formula also work in Finland?
The Magic Formula investment strategy was able to outperform the Finnish stock market with less risk over the 13 year period from May 1997 to May 2010. The back test also discovered something unusual that can increase your Magic Formula returns even more.
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Ever thought of using a fundamental stop-loss?
03/08/2015
Ever thought of using a fundamental stop-loss?
If you hate a price driven stop loss system this is what you can use in stead - a fundamental stop loss system - best of all it needs little or no research.
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Is there something like a long term quant value investing strategy?
29/07/2015
Is there something like a long term quant value investing strategy?
This is the best long term quantitative value investing strategy I have found, and is something I use myself.
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This outperforms all other valuation ratios (14 year back test result)
21/07/2015
This outperforms all other valuation ratios (14 year back test result)
The Qi Value composite valuation indicator gives great returns as it includes all the best ratios we have ever tested.
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Ever looked at quantitative value investing? You should.
03/07/2015
Ever looked at quantitative value investing? You should.
This research will change you from a hard core value investor to a quantitative value investor.
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How much can dual momentum increase your investment returns?
01/04/2015
How much can dual momentum increase your investment returns?
This article explains the dual momentum investment strategy developed by Gary Antonacci and show you how to implement it in your portfolio.
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Can the Piotroski F-Score also improve your investment strategy?
12/03/2015
Can the Piotroski F-Score also improve your investment strategy?
The Piotroski F-Score can improve your investment returns - here are the facts
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32 Best Magic Formula investment ideas in Europe - June 2020 update
06/02/2015
32 Best Magic Formula investment ideas in Europe - June 2020 update
Here are the best 32 Magic Formula investment ideas in Europe - June 2020
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Be careful of this time tested value ratio
29/01/2015
Be careful of this time tested value ratio
Never use a single ratio to get investment ideas. This advice was confirmed in this article that tested a low price to book investment strategy
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Have you been using the wrong quality ratio? The Gross Income ratio
28/01/2015
Have you been using the wrong quality ratio? The Gross Income ratio
Our thinking on quality ratios changed when we read a very interesting research paper about the the Gross Income ratio.
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1374.2% return from neglected, value and momentum companies
20/01/2015
1374.2% return from neglected, value and momentum companies
The Neglected, Value and Momentum investment strategy works nearly unbelievably well. Over 13 years it returned 1374.2%
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10 myths about momentum investing, squashed
13/01/2015
10 myths about momentum investing, squashed
If you think share price momentum (also called Price Index) is something only traders use and is of no interest to long-term investors (including value investors) this article will change your mind.
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Quality, Value and Momentum in North America +962% over 13 years
15/12/2014
Quality, Value and Momentum in North America +962% over 13 years
Quality Value and Momentum also works in North America - here are the back test results
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Quant Investing screener introduction (video)
10/12/2014
Quant Investing screener introduction (video)
This video gives shows you how easy it is to set up a simple screen on the Quant Investing screener
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Use this simple quality ratio to improve your investment returns
09/12/2014
Use this simple quality ratio to improve your investment returns
The External Finance Ratio increases your returns, irrespective of what investment strategy you use
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Use the Piotroski F-Score to improve Growth Investment Returns
08/12/2014
Use the Piotroski F-Score to improve Growth Investment Returns
As a growth investor can the Piotroski F-Score to increase your returns? That is what a friend of mine Jan-Hendrik Mohr proved in this interesting research paper
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Quality, value, momentum – the best strategy you have never heard of?
01/11/2014
Quality, value, momentum – the best strategy you have never heard of?
This Quality Value Momentum (QVM) investment strategy contains the best ideas from our research paper Quantitative Value Investing in Europe - It REALLY works +1142% over 13 years...
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Time to start looking for net-nets? - Updated March 2020
28/10/2014
Time to start looking for net-nets? - Updated March 2020
After the recent market crash here are a few net-net investment ideas for you to look at.
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This overlooked ratio, large funds and hedge funds can’t use, gives you higher returns
23/10/2014
This overlooked ratio, large funds and hedge funds can’t use, gives you higher returns
Can the liquidity of a company’s shares have an impact on your investment returns? The answer will surprise you.
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How you can avoid earning manipulators – the Beneish M-Score
08/10/2014
How you can avoid earning manipulators – the Beneish M-Score
This indicator helps you screen out companies that manipulating their earnings. The Beneish M-Score.
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This combined valuation ranking gives you higher returns - Value Composite One
01/10/2014
This combined valuation ranking gives you higher returns - Value Composite One
If you use only one ratio to find investment ideas it may lead to you missing attractively priced companies in terms of other ratios. This combination of valuation ratios pulled together into one indicator solves the problem - Value Composite One
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Insightful interview with a quantitative fund manager - Pasi Havia
08/09/2014
Insightful interview with a quantitative fund manager - Pasi Havia
I was recently able to track down Pasi Havia a friend and quantitative fund manager for this short insightful interview.
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This academic can help you make better investment decisions – Piotroski F-Score
03/09/2014
This academic can help you make better investment decisions – Piotroski F-Score
The Piotroski F-Score is the single best indicator you can use to substantially improve your investment returns, this article shows you why and how to use it.
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A better alternative to the Magic Formula?
21/08/2014
A better alternative to the Magic Formula?
Is there a better investment strategy than the Magic Formula? Yes there is this is it.
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Simple ratios help you identify companies that cook their books – The C-Score
23/07/2014
Simple ratios help you identify companies that cook their books – The C-Score
Why and how you can use the James Montier C-Score to identify companies that are cooking the books to either sell short or avoid buying
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Want lower returns? Ignore these red flag ratios
27/06/2014
Want lower returns? Ignore these red flag ratios
We added these three investing red flag indicators after reading some really interesting research papers.
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This simple ratio beats the world’s best value funds
12/05/2014
This simple ratio beats the world’s best value funds
This article proves that a simple quantitative value investment strategy beats the worlds best value investment funds
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How to detect earnings manipulation and to avoid a permanent loss of capital
24/04/2014
How to detect earnings manipulation and to avoid a permanent loss of capital
These two, easy to use, indicators help you avoid companies that manipulate their financial statements.
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How to get started with Quant Investing
13/04/2021
How to get started with Quant Investing
How to get started with Quant Investing
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Quantitative Value Investing in Europe published
28/07/2014
Quantitative Value Investing in Europe published
The book Quantitative Value Investing in Europe: What Works for Achieving Alpha has just been published on Amazon
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These were the best investment strategies in the first half of 2021 - 19 strategies tested
13/07/2021
These were the best investment strategies in the first half of 2021 - 19 strategies tested
This article tracks 19 investment strategies and shows you what investment strategy would have given you the best return in the first half of 2021
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Why you must you buy all the companies recommended in the Quant Value newsletter
21/09/2021
Why you must you buy all the companies recommended in the Quant Value newsletter
Must I buy all the companies recommended in the newsletter? Yes as many as you can!
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