Quant Radio: Out-of-Sample Test of Formula Investing Strategies

Are formula-based investing strategies still effective after decades of market shifts? In this deep dive, we explore four popular stock-picking formulas—the F Score, Magic Formula, Acquirer's Multiple, and Conservative Formula—tested against historical data from 1963 to 2022. Discover how these strategies performed through bull markets, recessions, and everything in between. Which formula delivered the highest returns? Which one balanced risk best? And is formula investing as simple as it seems?

Join us as we break down the research, analyze the strengths and weaknesses of each approach, and uncover what it takes to successfully apply these strategies in today's market. Whether you're a seasoned investor or just getting started, this episode will give you valuable insights into systematic investing and long-term market success.

Find the full research paper here: https://community.quantopian.com/c/community-forums/out-of-sample-test-of-formula-investing-strategies

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Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.