Valuesignals Logo
author Fraser Dawson - September 25, 2012

Why Bother?

Many professionals sell short a stock in order to make a profit just as they do with their long portfolios. However, that is not the primary focus of our short portfolio.

Because the market (eg a long tracker) gives you 6+% per annum (if you stay in it long enough), a short portfolio has to generate 6+% excess return just to break even. And that is not including trading expenses, which are greater for short selling than normal long trading. That is quite a headwind to sail against!

On the plus side, because most equity investors are long only, there may be more mispricing opportunities to take advantage of...[more]

Tweet
Valuesignals Logo
author Philip Vanstraceele - September 17, 2012

As a quantitative value investor, I‘ve always struggled with the question how long I should keep stocks in my portfolio and when I should sell these securities. Portfolio rebalancing is an important part of sticking to my game plan as a quantitative investor.

The prospect theory in behavioral finance, says that people make decisions based on the potential value of losses and gains rather than the final outcome, and that people value gains and losses differently.

Quantitative value investors generate alpha from process: with our systematic approach at MFIE, we avoid this problem by following a strict timetable process. We buy equities and selling them after one year...[more]

Tweet
Valuesignals Logo
author Olivier Dambrine - September 3, 2012

We launched a new version over the weekend with a couple of exiting new features.

Save your favorites. Do you like to look at the Greenblatt Magic Formula best selection stocks in North America but for Europe you prefer to use the ERP5 relative strength strategy? Now you don't have to reconfigure the screens every time you want to see them. Create each screen and click 'Add to favorites', add a name and description. The screens now appear in your favorites available in the top menubar...[more]

Tweet
Valuesignals Logo
author Philip Vanstraceele - July 15, 2012

At MFIE Capital, our objective is to help you implement a systematic long term investment strategy that works. We invest a lot of time in backtesting and research and keep fine-tuning the models performance. Where our initial screening methodologies were based on models published by best selling authors, we are now confident our latest research provides critical insights in how to achieve alpha.

In order to make it easier for all our users to put this latest research in practice we developed a brand new screener. It inherits all features that made our screener unique but adds new innovative features that will take the screening process to the next level...[more]

Tweet