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Quant Investing

with Tal Davidson

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    • Magic Formula Stocks Screener
    • Graham’s “Defensive Investor”
    • Quantitative Value
    • Deep Value
    • Net-Net Stock Screener
    • Negative EV Screener
    • Microcap Trending Value
    • Quantitative Momentum
  • Performance
    • Quantitative Value Performance 1999-2019
    • Graham’s “Defensive Investor” Strategy Performance 1999-2019
    • Microcap Trending Value Performance 1999-2019
    • Quantitative Momentum Performance 1999-2019
    • Quantitative Value & Momentum Performance 1999-2019
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Find New & Compelling Investment  Ideas:

Roadmap to Consistently Finding New & Compelling Investment Ideas

START HERE to  learn how you can use this website to develop a system for finding new and compelling stock ideas consistently.  

QV

Quantitative Value

Quantitative Value (QV) is an investing strategy which selects for investment the highest-quality cheapest stocks using state-of-the-art computer algorithm. Our implementation of Quantitative Value has generated returns of over %19 per year* on average, with relatively low volatility, and low asset turnover. 

DV

Deep Value

Deep Value (DV) is a quantitative investing strategy which selects for investment the cheapest stocks in the universe based on their valuation multiple. We have two Deep Value Screeners, one based on EV/EBIT, and one based on VC2 - a composite of 6 valuation multiples: P/E, P/B, P/FCF, EV/Sales, EV/EBIT and Shareholder's yield.

GDI

Graham's Defensive Investor

Ben Graham’s Stock Selection Criteria for the Defensive Investor provide robust and straightforward method to beat the market. The screener is based on criteria published in 1949's "The Intelligent Investor", with modifications based on recent research.

MF

Magic Formula

Magic formula investing is an investment technique outlined by Joel Greenblatt that uses the principles of value investing. Our unique Magic Formula screener breaks the formula's combined Value+Quality rank into its Value & Quality components. 

NN

Net-nets

Net-Nets is an investing technique seeking cheap stocks selling at a lower price than their appraised liquidation value. Troubled companies selling at absurd prices who manage to emerge from adversity, typically deliver multi-bagger returns. We have two net-net screeners - one with classic NCAV, and one with ajusted NCAV, based on Ben Graham's writings. 

NEV

Negative EV

Negative EV is a stock strategy seeking cheap stocks which are selling at a price lower than their estimated liquidation value. Negative EV stocks typically have cash hoards larger than the market value of equity plus all liabilities. Negative EV stocks are rare, and this screener will help you find them. 

MTV

Microcap Trending Value

Microcap Trending Value is an investing strategy which selects microcap stocks with the highest momentum among the cheapest stocks in the universe. Inspired by What Works in Wall Street., our implementation has generated 19% per year with relatively low volatility, and low asset turnover.

QM

Quantitative Momentum

Quantitative Momentum is an investment strategy which selects for investment the stocks whose price appreciated the most during a period (usually the recent year, ignoring the most recent month). Momentum stocks can be used to diversify a Value portfolio, and thus achieve lower volatility and higher risk-adjusted returns.


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Analyze Stocks

Click on the links below to see how our strategies performed during 1999 and throughout 1999 to 2019

Premium

The Quant Toolbox

Quant insights on more than 2000 stocks! Save time and build an edge by using our unique and proprietary quant metrics and formulas, which based on cutting-edge research. 


Build A Winning Stocks Portfolio

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Roadmap To Building A Winning Stocks Portfolio

START HERE if you wish to build a portfolio using market-beating quantitative strategies

Stock Lists For Quant Portfolios

Find here The Stocks to BUY and SELL for all quantitative strategies on this website.

Special Online Web Class -
How To Make Higher Returns Than Guru Investors

Do you think it is impossible to earn higher investment returns than Guru Investors? Think again.
In this special online web class Tal describes the three secrets that make it all possible.
Registration Required!

Education & Tools:

Premium

Market Timing Signals

Market Timing is a practice of switching between a risk asset and a safe asset at favorable times. Buying a risk asset is performed upon a Risk-On Signal, and selling the risk asset is performed upon a Risk-Off signal.

Premium

How To Beat The Market With Confidence -
Full-Length Video Course

An online course that explains the philosophy and practice of quantitative investing

Become A Better Investor -
Video Mini-Series

An online course that explains the philosophy and practice of quantitative investing

Resource Library

Recommended books, articles and blogs to expand your investment knowledge.


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White Papers:


Spotlight on: Combining Value & Momentum

Learn about how to create a portfolio that combines both Value Investing and Momentum Investing. 


Spotlight on: The Value of Quality

What more important - the Valuation of a Stock or its Quality? Is it better to hold a good company at an excellent price, or an excellent company at a fair price? How do the Magic Formula and Quantitative Value strategies differ? All this and more inside.


Spotlight on: Market Timing

Is there a way to consistenly exit the market before major crashes and enter just before a long bullish run? Learn what the research says. 


Spotlight on: Dollar-Cost Averaging

How should you deploy capital to a new portfolio - deploy it all at once, or in monthly increments? Learn what the research says.


Spotlight on: ETFs vs. Stocks

When is it better to invest in ETFs vs. invest in stocks directly? How to select an ETF intelligently? We share a few considerations.


Spotlight on: Microcap Trending Value

Learn all about the design and performance of this ground-breaking strategy.


Spotlight on: Negative EV

Learn all about the strategy and the awsome returns which it had delivered. 


Spotlight on: Net-nets

Since Ben Graham days, net-nets has been a way for individual investors and small money-managers to utilize economies of small scale to their advantage. Is it still working? find out in this article.

Recent Blog Posts

  • Quant Investing During A Market Crisis (Video Replay) April 21, 2020
  • How To Survive A Market Downturn April 11, 2020
  • The Philosophy Behind Quantitative Value Strategies April 11, 2020
  • Quantitative Value Strategies – A Primer April 11, 2020
  • Walter vs. Warren – An Imaginary Dual Interview April 11, 2020

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