Quant Strategies
What Is Rebalancing? — When Do You Re-Align?
Say you started out invested exactly 60% stocks, 40% bonds. A year later, that ratio is never still. If stocks rise a lot, before you know it you're at 75% stoc
How Many Stocks Make Diversification Work? — The Real Number of Baskets
"Don't put all your eggs in one basket." It's the most-heard advice in investing. But then, how many baskets should you split into? Three? Or do you need a hund
DCA vs Lump Sum — What Buying in Pieces Buys, and What It Gives Up
When a lump of money comes in, or when you invest a set amount each month, everyone hits the same question. Put it all in at once, or split it across several ti
What Is Momentum? — The Case for "Winners Keep Winning"
Conventional wisdom usually says "buy low, sell high." Yet one of the most stubbornly persistent quantitative strategies of the past several decades stands on t
What Is a Backtest? Testing a Strategy on the Past, Before You Fund It
A backtest fits in one sentence. Apply your trading rules to the entire history of past data, and count what would have happened if you had taken every single t
What Is Quant Investing? Trading on Numbers, Not Gut Feeling
"I've got a good feeling about this stock." Anyone who has ever bought a stock knows this feeling. The chart looks good, there's news, someone said it's a winne
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An investing blog that unpacks quant strategies, indicators, and backtests with numbers.