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Quant Investing

with Tal Davidson

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    • Quantitative Value Performance 1999-2019
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    • Quantitative Momentum Performance 1999-2019
    • Quantitative Value & Momentum Performance 1999-2019
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Market Timing Signals

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. 

Market Timing Signals are restricted to PREMIUM member. Not yet a PREMIUM member? Join here. 

The following table lists the performance of a Quantitative Value portfolio of 30 stocks, over a period of 19 years, from June 30th, 1999, to June 30th, 2018, with utilizing various market timing schemes:

The following table lists the performance of a Deep Value (based on Value Composite 2 Rank) portfolio of 30 stocks, over a period of 19 years, from June 30th, 1999, to June 30th, 2018, with utilizing various market timing schemes:

The following table lists the performance of a Deep Value (based on EV/EBIT rank) portfolio of 30 stocks, over a period of 19 years, from June 30th, 1999, to June 30th, 2018, with utilizing various market timing schemes:

The following table lists the performance of a Quantitative Momentum portfolio of 20 stocks, over a period of 19 years, from June 30th, 1999, to June 30th, 2018, with utilizing various market timing schemes:

The following table lists the performance of a Graham's Defensive portfolio of 15 stocks, over a period of 19 years, from June 30th, 1999, to June 30th, 2018, with utilizing various market timing schemes:

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