QMIT Signals
Taming the Factor Zoo - The Remarkable Resurgence of Factor Investing
ENHANCED SMART BETAS - YTD (12-31-22), DAILY RE-BAL, $-NEUTRAL

ENHANCED SMART BETAS - LTD (12-31-22), DAILY RE-BAL*, $-NEUTRAL

*Monthly re-optimization of factor weights within ESBs with DAILY chain-linked returns for month end factor rankings.
Taming the Signal Zoo - The Remarkable Resurgence of Quant MFM Alphas
COMPOSITE SIGNALS - YTD (12-31-22), DAILY RE-BAL*, $-NEUTRAL

COMPOSITE SIGNALS - 2021 YTD, MONTHLY RE-BAL*, $-NEUTRAL

*Monthly re-optimization of factor weights within ESBs with DAILY chain-linked returns for month end factor rankings. ESBs are equal weighted within signals
Automating Hedge Funds

4Y Daily rebalanced YTD [daily geometric chain-linked returns] – YTD as of 12-31-22

22+ YR MONTHLY SUMMARY STATS (19Y backtest with 3+ YR LIVE) as of 12-31-22

*PQF is a Prominent Quant Fund



LBO Model
LBO YTD (3-31-23), WEEKLY RE-BAL


