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QMIT Signals

Taming the Factor Zoo - The Remarkable Resurgence of Factor Investing

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

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

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*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

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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

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

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

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*PQF is a Prominent Quant Fund

LBO Model

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

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