Quantitative financial analysis successfully applied to portfolio management.

Can historical data on securities be used to determine if any given rule-based plan for active investment management is well-drawn or not, so that existing programs can be improved and new and better ones developed? Yes! The codified methods of portfolio management in use here are are solidly based on accepted rules of statistical inference.

    The charts of this page show outcomes of a new form of active asset management that has been pioneered by Mike O'Connor. It is highly effective at reducing market risk— without reducing returns. An article that explains the strategy in plain language and it also fully discloses the details of the algorithm will be available soon.


⚪ robust program testing procedures

⚪ methods fully documented

⚪ source code available

Replication of Past Portfolio Outperformance: Dutiful Quant Spins Cautionary Tale With Resolution

Revisiting Hypothesis Testing With the Sharpe Ratio

Fund and Subportfolio Momentum