"For it is with the same imperialism that present-day simulators try to make the real, all the real, coincide with their simulation models."
Please note: While my research continues the public portion of this website is currently dormant in order to ensure there is no conflict of interest with my current employer. Quantitative models can provide guidelines for positioning investments. The models I've designed highlight when to be aggressive or conservative with asset allocation. Examples are available on this site by following this link. The model which has the most potential regarding stock market exposure is the monetary momentum timing model (MMTM) which has doubled the return on account versus buy-and-hold since 1986. For income investors the multi-factor fixed income timing model returned 51.45% trading the ishares high-yield corporate bond ETF (HYG) compared to -5.76% for a buy and hold approach since 2007. See these models here:
Like any creative endeavor, this website is a process of continual development and creation. I incorporate new ideas and back-testing into the quantitative models and remain committed to finding the best vehicles for market exposure through screening processes. Automated quantitative models are great starting points but analysis of the specifics and critical thinking must be ever present in the investment process.
My research interests include statistical and market models, basic algorithm back-testing, easy language software code, investment psychology and sentiment, and of course the ever changing markets examined under the lenses of history, philosophy, and social science. If you have questions or would like more information just hit the contact button below and ask to be added to the email list. Cheers.
PS If you've come here for the full version of research on conflict and oil prices it can be found here.
Data for the bank equity price regression analysis can be found here.