Blog | Quantz Machine Intel

Oct 2526 min read

Longing for Winners - Persistence in QMIT Smart Betas

October 2024 -- Xilin Chen, Weichuan Deng, Boyu Fang & Milind Sharma Thanks to Oleg Kolesnikov & Amit Sardar for technical input...

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Oct 47 min read

Q3 QMIT Update -- 50/50 Combo of HFIB + LBO EMN Strategies

September 30th, 2024 -- Weichuan Deng, Oleg Kolesnikov, Amit Sardar & Milind Sharma This blog presents a Q3 2024 update of each of QMIT's...

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Jul 913 min read

Sector Rotation with QMIT Signals

July 2024-- Oleg Kolesnikov, Amit Sardar & Milind Sharma Thanks to Weichuan Deng for technical & editorial input Executive Summary Our...

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Jul 25 min read

Navigating the Equity Market Neutral (EMN) Landscape

July 4th 2024, Allison Yang, Weichuan Deng This blog provides a mid-2024 update on the current state of the equity market neutral (EMN)...

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Jan 148 min read

“Blue Horseshoe loves Anacott Steel”: Optimal Hedge Ratios for QMIT’s LBO models

Jan 2024 -- Weichuan Deng, Oleg Kolesnikov, Amit Sardar & Milind Sharma Recall “Blue Horseshoe loves Anacott Steel”?...

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Aug 20, 20205 min read

Multi-collinearity amongst Smart Betas

August 2020 Yakun (Diana) Deng, Oleg Kolesnikov & Milind Sharma [1] The issue of multi-collinearity often arises in the analysis of...

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Sep 2, 20195 min read

QMIT by QuantZ presents the Weekly Smart Beta Book - Week of 9/2/19

It's 9:30am - do you know where your factor risks are? You can count on QuantZ for game changing factor investing insights based on our...

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Aug 26, 20194 min read

QMIT by QuantZ presents the Weekly Smart Beta Book - Explosive factor moves in Aug MTD of up to +14%

The US factor investing landscape was fairly moribund YTD in 2019 up until Aug with a huge downdraft in Value alongside a nice rally in ...

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