The 5 minute guide to quant
Our primer on the process and primary pitfalls of quantitative investing.
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John
- Dec 4
- 5 min
Great Companies At Fair Prices
Value ETFs are too likely to buy fair companies at great prices. Instead, we use value as a filter for some sources of great companies.
177 views4 comments
John
- Nov 27
- 7 min
Black Friday Special: 23 review
We predicted things from Aaron Judge's home run total to China's bad flu season. What else did we get right, and what surprised us in 2023?
143 views0 comments
John
- Nov 20
- 4 min
Dead or no dead
Small cap stocks squeezed higher again. Was this still about positioning, or are we looking at a new bull trend?
163 views0 comments
John
- Nov 13
- 5 min
Crisis management
Korea has banned short selling until June 2024. We quantify how bad we think a short selling ban like this should be for the market.
142 views3 comments
John
- Nov 6
- 4 min
DJT going down
Transport stocks have underperformed recently. Remove airlines though and a new picture emerges. Understanding global supply chains is key.
178 views0 comments
John
- Oct 30
- 6 min
Good News Everyone
Good news for the economy can be bad for the stock market. We investigate which countries like good news and which prefer bad news.
167 views2 comments
John
- Oct 23
- 5 min
Trading macro views
Tech stocks are currently reacting oddly to rates. We review how sectors are responding to macro assets so we know how to trade our views.
210 views0 comments
John
- Oct 16
- 5 min
Israel sale
Israeli stocks have performed poorly in 2023, and jumped lower still on Monday. We look for value among the largest US listed Israeli firms.
185 views0 comments
John
- Oct 9
- 6 min
The final descent for JETS
Airline stocks are down 25% since United gave pilots a 40% raise. We investigate why, and apply the lessons to other pay negotiations.
163 views0 comments
John
- Oct 2
- 5 min
The 5th regime
Price action in global markets is reminiscent of 2008. We build a regime model to determine how we should hedge the tail risk of a crisis.
241 views0 comments
John
- Sep 25
- 5 min
The can kicking commences
The strike by UAW will clarify the path towards EVs for US manufacturers. In order to trade this, we investigate what is currently priced.
164 views2 comments
John
- Sep 18
- 5 min
The agony of choice
There are hundreds of options on SPY available. We discuss the process we use to ensure that we are happy with the one that we pick.
169 views0 comments
John
- Sep 11
- 5 min
Seasonal worries
September has got off to another bad start for stocks. After digging more into the seasonality, we think it could be about to get worse.
166 views0 comments
John
- Sep 4
- 6 min
Shrinkage estimator
Many retailers are suffering from excessive shrink. We argue that the worst is behind them, and try to find value in the sector.
164 views1 comment
John
- Aug 28
- 6 min
the dark side
Coal shipments are expected to make a record high in 2023. Should we join the dark side, or is there value somewhere in clean energy?
171 views0 comments
John
- Aug 21
- 6 min
Winter weather forecast
El Niño is back this year, and may result in a cold winter in Europe. We tell you what Wikipedia won't, and give a prediction for oil.
304 views1 comment
John
- Aug 14
- 5 min
When will Saudi Arabia increase production?
Production cuts by Saudi Arabia are causing problems for their stock market. What will cause them to increase production?
174 views0 comments
John
- Aug 7
- 4 min
Another pot of gold from Ukraine
EM currencies have risen, but EM equities have fallen in 2023. This is unusual. India is not the reason, but is interesting, if you can buy.
213 views2 comments
John
- Jul 31
- 4 min
Brewing volatility
Global interest rates are back at 2007 levels, when the FX carry trade was about to blow up. When will the new carry trade meet this fate?
174 views0 comments
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