Quantitative Strategies

The following strategies are available for subscription on Patreon or to customize and develop on your own with Portfolio123. After selecting a strategy, visit here to get started.

Strategy Summaries (1/2/1999 to 9/24/2017)

  • Returns displayed are nominal returns (not adjusted for inflation).
  • Trading fees are not included (use Portfolio123 to simulate a strategy with fees or use Robinhood to trade without fees).
  • Capital gains taxes are not included as they depend on your tax bracket (see here for more information on taxes and fees).
  • Slippage assumption is 0.25% for all transactions.

Significantly different results can be achieved by changing the rebalance frequency, the numbers of stocks held, etc. To customize these strategies or one of your own, useĀ Portfolio123.