Stay up-to-date

I will post around 1 time a week, sometimes more.

Why subscribe? Market Timing!

Timing the market via network momentum, aka the Quads! Network momentum front runs macro data, all (almost ;-)) you need is the tape of good trending factors (High Beta, relative strength, size and long-term reversals!) to see “Risk on” and “Risk off” market regimes.

Portfolio123.com / AI Quant Investing!

I time my small cap value momentum strategy book, but we can also use the Quads for a series of strategies (CANSLIM, ETF long / short etc.).
Also I post regularly about Portfolio123.com.

Clear Philosophy (start with an economic or behavioral assumption that makes sense!) what "edge" (based on the finding of academic papers --> new papers, it takes up to 5 years until Quants pick new stuff up!) A single strategy will capture and clear design rules, that avoids overfitting and strives for causation not for correlation (correlation change!) + captures nonlinearity (so avoiding everything that has a linear assumption of the data is a good idea). The creativity of this process is how to express the edges via a combination of Factors per Meta Factor (Value, Momentum (Price and Fundamental Momentum on Stocks and Industries), Mean Reversion (Price / Fundamentals), Quality, Low Volatility, Low Volume & Size, Long Term Reversals, Quality, PEAD, Post Press release Drift (Actuals Data!), etc.).

Design Rules:
Ranking System: Understand it has no assumption about the non-linearity of the data (which is good) and therefore can capture right fat tails. Buy and Sell Rules outside Rank based --> use sparsely

Combine Strategies in a Strategy Book (would not try to time different Factors, use Strategy Diversification!)

Point in Time Data, strong Data Providers

Fun people to work with :-)

Disclaimer:

The information on from Andreas Himmelreich / QuantStrike and this video / blog is for information and discussion purposes only. It does not constitute a recommendation to purchase or sell any financial instruments or other products. Investment decisions should not be made with this video / blog, and one should consider the investment objectives or financial situation of any person or institution.

Investors should obtain advice based on their own individual circumstances from their own tax, financial, legal and other advisers about the risks and merits of any transaction before making an investment decision, and only make such decisions based on the investor’s own objectives, experience, and resources.

The information from Andreas Himmelreich / QuantStrike and this video / blog is based on generally available and paid information and, although obtained from sources believed to be reliable, its accuracy and completeness cannot be assured, and such information may be incomplete or condensed. All performance results are hypothetical and the result of back testing only. Out-of-sample performance may be different. No claim is made about future performance.

Investments in financial instruments or other products carry significant risk, including the possible total loss of the principal amount invested. Andreas Himmelreich / QuantStrike and this video / blog do not purport to identify all the risks or material considerations which may be associated with entering any transaction. Andreas Himmelreich / QuantStrike and this video / blog accepts no liability for any loss (whether direct, indirect or consequential) that may arise from any use of the information contained in or derived from Andreas Himmelreich / QuantStrike and this video / blog.

Subscribe to Trading for a sub 1 Million Account

Your biggest advantage is the small size of your investment account!

People

CEO of QuantStrike GmbH (Germany)