Quantitative Analysis

[RenEnergy]

I am a quantitative investor (quant) looking to exchange ideas with like minded investors.

I use a heuristic (rules based) model for investing, based an attributes and quantitative cut-offs.

I will give you some examples of the attributes and cut-offs, to get started:

1) Sector selection - biotech, international, small cap
2) 52 week Performance - +500%
3) Trendline performance - 1 month positive.

I use a number of other quantitative attributes in my model as well. I can give examples of these other attributes. I am interested in discussing these with other knowledgable Fastlane investors.

I am an engineer, so I spend the whole day crunching numbers.

I am very busy, so my posts are short, but hopefully bring value. I try to to check in during the day for additional posts.

I am interested in speaking to programmers about ways to code my quantitative approach.

Also, interested in exchanging ideas on quantitative tools available. If you list a tool and it has a cost, please let us know the cost (for example if you have to become a customer at a broker).

Here is one example of my approach: STXMF - 52 week performance: +700%.

Any thoughts ?

Thnx.

 

Dislike ads? Remove them and support the forum: Subscribe to Fastlane Insiders.