By Jack Forehand, CFA, CFP® (@practicalquant) — We all know that having a sound process is crucial to investing success. Finding something that works over the long-term and adhering to it through the…
Tag: systematic investing
Mapping The Opportunity in Small Caps to Value Investment Strategies
By Justin Carbonneau (@jjcarbonneau) — Verdad, a value oriented and global asset manager, recently published a piece highlighting the valuation gap that exists between small caps and large cap stocks,…
Systematic Macro Investing with 42 Macro Founder Darius Dale
Many investors see macro forecasting as a process about making bold binary predictions about the future of the economy and the market. Those predictions can gets lots of press when…
Finding Quality Value Stocks With Joseph Piotroski's F Score Methodology
Research shows that value stocks can generate an excess return because the market tends to overestimate their problems, and value investors benefit when it realizes that. But despite that being…
Excess Returns, Ep. 29: Timeless Investing and Life Lessons with Jim O'Shaughnessy
In this week’s episode we are privileged to be joined by Jim O’Shaughnessy. Jim is a pioneer in quantitative investing and the founder of O’Shaughnessy Asset Management. He is also…
Excess Returns, Ep. 26: Interview: Systematic Value Investing with Wes Gray
Wes Gray is the founder of Alpha Architect, the author of Quantitative Value and Quantitative Momentum, and an expert in systematic investing. In this interview, we discuss: The recent struggles…
A New Method for Rebalancing Helps Systematic Models Get Better
By Justin Carbonneau (@jjcarbonneau)—-Talk about the Markets and/or Invest with Justin —-A centerpiece for most systematic investing models is a “refreshing” of the portfolio positions, which is also often referred…
Ben Graham's Biggest Contribution May Not Be Value Investing
By Justin J. Carbonneau (@jjcarbonneau) — If you Google “Ben Graham”, you will see that his name is synonymous with the value investing philosophy, and rightfully so. His book, Security…
Mauboussin: Understanding the Process Can Help Separate Luck and Skill in Investing
AAII editor Charles Rotblut, CFA, interviewed Michael Mauboussin, head of Global Financial Strategies at Credit Suisse, about the role of both luck and skill in investing (subscription required). According to…
How To Keep Emotion At Bay
Through the wonders of modern technology, it is simpler than ever to employ a systematic, proven approach to investing. But, as Chuck Jaffe notes in a recent MarketWatch column, investors…