Values and Valuation
Values and Valuation website. All Rights Reserved. Protected by copyright laws of the United States. The information provided is solely for informational purposes and does not constitute an offer to buy/sell any securities. All securities investments carry risk, including a risk of loss of principal. Investments may be volatile and can involve the loss of principal. Values and Valuation website is not a registered investment adviser and does not give individualized investor advice. The information resulting from the use of tools or other information on this internet site should not be construed, in any manner whatsoever as a recommendation to buy or sell an investment, nor as the receipt of, or a substitute for, personalized individualized advice and Values and Valuation website takes no responsibility for any investment decisions made as a result of reviewing the information contained herein at valuesandvaluation.com. Past performance is not a guarantee, nor is it always indicative of future results. Entities including but not limited to Values and Valuation website, its members and officers may have a position, long or short, in the securities referred to herein, and/or other related securities, and may increase or decrease such position or take opposing positions. This content of the website ValuesandValuation.com is property of Values and Valuation website. ©2013 Values and Valuation website.
"For it is with the same imperialism that present-day simulators try to make the real, all the real, coincide with their simulation models."
--Baudrillard
Please note: While my research continues the public portion of this website is currently dormant in order to ensure there is no conflict of interest with my current employer. Quantitative models can provide guidelines for positioning investments. The models I've designed highlight when to be aggressive or conservative with asset allocation. Examples are available on this site by following this link. The model which has the most potential regarding stock market exposure is the monetary momentum timing model (MMTM) which has doubled the return on account versus buy-and-hold since 1986. For income investors the multi-factor fixed income timing model returned 51.45% trading the ishares high-yield corporate bond ETF (HYG) compared to -5.76% for a buy and hold approach since 2007. See these models here:
Like any creative endeavor, this website is a process of continual development and creation. I incorporate new ideas and back-testing into the quantitative models and remain committed to finding the best vehicles for market exposure through screening processes. Automated quantitative models are great starting points but analysis of the specifics and critical thinking must be ever present in the investment process.
My research interests include statistical and market models, basic algorithm back-testing, easy language software code, investment psychology and sentiment, and of course the ever changing markets examined under the lenses of history, philosophy, and social science. If you have questions or would like more information just hit the contact button below and ask to be added to the email list. Cheers.
If you've come here for the full version of research on conflict and oil prices it can be found here.
Data for the bank equity price regression analysis can be found here.
MMT Model
SFIT Model
