No fancy acronyms in title, or association with any big name quant shop. I’m just a guy who became obsessed with Smart Beta and quantitative investing. As the earnings from my small business started piling up, I wanted a return on all the cash I was hoarding, so I began to research investing. My research led me to the ‘buy & hold index investing’. The bubbles, drawdowns, and mediocre, returns relative to what the big name investors like Soros and Buffet get made me question the strategy. The buy and hold case is made primarily on the premise that investing is a zero sum game. I didn’t fall for this. If that is true the value of $1, starts and ends at $1. The active traders make no money and neither do the investors who buy and hold. In reality the market is filled with growth, new companies, and new capital. It ultimately does not start and end in the same place.
As a teenager I recognized that stocks that are going up keep, usually keep going up and that stocks can be bought cheap. So I began playing with stock screeners and making simple value and momentum portfolios. This lead to my discovery of Smart Beta ETFS and quantitative investing.
I do believe that the market can be beat through factor based investing strategies that are available as Smart Beta ETFs. That said beating the market is VERY difficult. Many of the Smart Beta strategies require extreme discipline to stick to through dark times, others will be arbitraged away, many are not based on sound research, and many simply will not stand the test of time.
I created this website to share my thousands of hours of research on Smart Beta ETFs and quant investing with investors of all levels.